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subject:"Risk Management"
subject:"Volatility"
~institution:"Svenska Handelshögskolan <Helsinki>"
~subject:"Basel Accord"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Übersichtsarbeit"
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Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
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2000
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
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