Monte Carlo within a day (Q2725592)
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scientific article; zbMATH DE number 1619445
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monte Carlo within a day |
scientific article; zbMATH DE number 1619445 |
Statements
3 September 2001
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intra-day VaR
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Monte Carlo simulation
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portfolio revaluations
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Monte Carlo within a day (English)
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