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Filtering by: Keyword Hedging Collections Masters Theses

1. Value at Risk Models for a Nonlinear Hedged Portfolio

Keyword:: Risk Management, Risk Measure, Value at Risk, and Hedging
Creator:: Liu, Guochun
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences