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Filtering by: Advisor Heinricher, Arthur C. Keyword Delta-Normal Method

A Study of the Delta-Normal Method of Measuring VaR

Keyword:

Delta-Normal Method and VaR

Creator:

Kondapaneni, Rajesh

Advisor:

Heinricher, Arthur C.

Publisher:

Worcester Polytechnic Institute

Date Created:

2005-05-09

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences