Value-at-Risk for Nonlinear Financial Instruments – Linear Approximation or Full Monte-Carlo?
Year of publication: |
2001-12-01
|
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Authors: | Ammann, Manuel ; Reich, Christian |
Subject: | Wertpapier | Kreditmarkt | Value at Risk | Wertpapieranalyse |
Extent: | 263168 bytes 19 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate statistics and corporate cost accounting ; Management of financial services: stock exchange and bank management science (including saving banks) ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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