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

1. 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