Moment based approaches to Value the Risk of contingent claim portfolios (Q1026540): Difference between revisions

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Latest revision as of 16:46, 1 July 2024

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Moment based approaches to Value the Risk of contingent claim portfolios
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    Moment based approaches to Value the Risk of contingent claim portfolios (English)
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    25 June 2009
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    Value at Risk
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    contingent claims
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    delta-gamma approximation
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    distributional moments
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    heavy tails
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    asymmetry
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