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Simulating Security Returns
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Simulating Security Returns

innbundet, 2014
Engelsk
Practitioners in risk management are familiar with the use of the FHS (filtered historical simulation) to finding realistic simulations of security returns.
Undertittel
A Filtered Historical Simulation Approach
ISBN
9781137465542
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
4.11.2014
Antall sider
111