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Filtering by: Keyword Hedging Publisher Worcester Polytechnic Institute

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