MaxVaR with non-Gaussian distributed returns (Q2477676)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MaxVaR with non-Gaussian distributed returns |
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MaxVaR with non-Gaussian distributed returns (English)
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14 March 2008
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risk measures
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risk management
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jump-diffusion model
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inflation factor
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margin account
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Monte Carlo simulation
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