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~institution:"Banco Central do Brasil"
~institution:"Eidgenössische Technische Hochschule Zürich"
~institution:"International Center for Financial Asset Management and Engineering"
~institution:"Uniwersytet Warszawski / Wydział Nauk Ekonomicznych"
~person:"Fermanian, Jean-David"
~source:"econis"
~subject:"Nichtparametrisches Verfahren"
~type_genre:"Working Paper"
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Nichtparametrisches Verfahren
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Sensitivity analysis of VaR expected shortfall for portfolios under netting agreements
Fermanian, Jean-David
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contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791460
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