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Filtragem por: Palavra-chave Risk Measure Editor Worcester Polytechnic Institute

1. Value at Risk Models for a Nonlinear Hedged Portfolio

Palavra-chave:: Risk Management, Risk Measure, Value at Risk, and Hedging
O Criador:: Liu, Guochun
Advisor:: Vermes, Domokos
Editor:: Worcester Polytechnic Institute
Data Criada:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences