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subject:"Risk Management"
subject:"Volatility"
~institution:"Svenska Handelshögskolan <Helsinki>"
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Svenska Handelshögskolan <Helsinki>
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Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
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2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
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