Joint distributions of portfolio losses and exotic portfolio products
Friedel Epple; Sam Morgan and Lutz Schoegl
Year of publication: |
2007
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Authors: | Epple, Friedel ; Morgan, Sam ; Schoegl, Lutz |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 4, p. 733-748
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Subject: | Portfolio-Management | Portfolio selection | Verlust | Loss | Kredit | Credit | Derivat | Derivative | Theorie | Theory |
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