Robust estimation of historical volatility and correlations in risk management (Q3182647)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation of historical volatility and correlations in risk management |
scientific article |
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Robust estimation of historical volatility and correlations in risk management (English)
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12 October 2009
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corporate risk management
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statistical methods
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model calibration
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Monte Carlo methods
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pricing models
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