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Risk Management: Value at Risk and Beyond
The theory of Value at Risk (VaR), which quantifies the probability of large losses in financial tra... more |
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Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift
Problems of stochastic optimization and various mathematical aspects of risk are the main themes of ... more |
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The Mathematics Of Arbitrage
This book presents a rigorous mathematical treatment of the theory of pricing and hedging of derivat... more |
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Optimality and Risk - Modern Trends in Mathematical Finance: The Kabanov Festschrift
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