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subject:"Risk management"
~institution:"International Center for Financial Asset Management and Engineering"
~person:"Härdle, Wolfgang"
~person:"Kunreuther, Howard"
~person:"Pelizzon, Loriana"
~person:"Scaillet, Olivier"
~person:"Stroebel, Johannes"
~subject:"Credit risk"
~subject:"Deutschland"
~subject:"Risikomaß"
~subject:"Risk"
~type_genre:"Fallstudie"
~type_genre:"Working Paper"
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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