Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722)
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scientific article; zbMATH DE number 6738116
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk |
scientific article; zbMATH DE number 6738116 |
Statements
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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