MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (Q3067159)
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English | MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE |
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MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE (English)
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20 January 2011
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risk measures
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concave distortions
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acceptability index
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variance gamma model
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delta hedging
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structured products
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