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Search: subject:"Derivative pricing models"
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(coherent) risk management
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capital requirements
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derivative pricing models
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option pricing models
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Kerkhof, F.L.J.
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Melenberg, Bertrand
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Tilburg University, Center for Economic Research
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Model Risk and Regulatory Capital
Melenberg, Bertrand
;
Schumacher, Johannes M.
;
Kerkhof, …
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Tilburg University, Center for Economic Research
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2002
Persistent link: https://www.econbiz.de/10011092598
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