Masterclass - The power law - In the third of a series explaining recent developments in risk management and derivatives pricing, the author considers the power law as a means of estimating the extreme tail of the loss distribution.
| Year of publication: |
2007
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|---|---|
| Authors: | Hull, John |
| Published in: |
Risk : managing risk in the world's financial markets. - London : Incisive Financial Publ, ISSN 0952-8776, ZDB-ID 10494753. - Vol. 20.2007, 3, p. 72-75
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