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~institution:"International Center for Financial Asset Management and Engineering"
~person:"Scaillet, Olivier"
~subject:"Kreditrisiko"
~subject:"Risikomanagement"
~subject:"Statistical distribution"
~subject:"risk management"
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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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