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subject:"Risikomaß"
type_genre:"Arbeitspapier"
~institution:"International Center for Financial Asset Management and Engineering"
~type_genre:"Lehrbuch"
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Sonderforschungsbereich Statistical Modelling of Nonlinear Dynamic Processes
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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