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The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility … understanding of the recent advances in volatility modeling related to real-world situations. Every effort is made to present a … methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH …

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Extreme events in finance : a handbook of extreme value theory and its applications

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The VaR implementation handbook

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