Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722): Difference between revisions

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Latest revision as of 01:22, 14 July 2024

scientific article; zbMATH DE number 6738116
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English
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk
scientific article; zbMATH DE number 6738116

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    Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (English)
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    30 June 2017
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    financial risk management
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    conditional value-at-risk
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    value-at-risk
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