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~isPartOf:"FAME research paper series"
~isPartOf:"ebook"
~language:"eng"
~person:"Harris, Richard D. F."
~person:"Härdle, Wolfgang"
~person:"Scaillet, Olivier"
~subject:"Risikomaß"
~subject:"Statistische Verteilung"
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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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Applied quantitative finance : theory and computational tools
Härdle, Wolfgang
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Stahl, Gerhard
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2002
Persistent link: https://www.econbiz.de/10001676122
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