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Fall 2000
Value-at-Risk for Asset Managers
by Jorge Mina, Gavin Watson
28 KB download
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Calculating VaR through Quadratic Approximations
by Jorge Mina
81 KB download
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Hypothesis Test of Default Correlation and Application to Specific Risk
by Jongwoo Kim
62 KB download
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A Comparison of Stochastic Default Rate Models
by Christopher C. Finger
113 KB download
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