Mark to market value at risk (Q1739653)
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scientific article; zbMATH DE number 7048320
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mark to market value at risk |
scientific article; zbMATH DE number 7048320 |
Statements
Mark to market value at risk (English)
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26 April 2019
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risk management
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value at risk
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mark to market
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account settlements
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historical simulation
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0.7580633163452148
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0.7547898888587952
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0.7529406547546387
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0.7513019442558289
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