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Filtro per: Unit (Department) Mathematical Sciences Parola chiave Risk Measure

Value at Risk Models for a Nonlinear Hedged Portfolio

Parola chiave:

Risk Management, Risk Measure, Value at Risk, and Hedging

Creatore:

Liu, Guochun

Advisor:

Vermes, Domokos

Editore:

Worcester Polytechnic Institute

data di creazione:

2004-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences