Non-Linear Value-at-Risk * (Q4264093)
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scientific article; zbMATH DE number 1337700
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Linear Value-at-Risk * |
scientific article; zbMATH DE number 1337700 |
Statements
Non-Linear Value-at-Risk * (English)
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11 November 1999
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quadratic approximation
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asset values
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risk factors
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portfolios
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nonlinear assets
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