Scenario analysis for derivative portfolios via dynamic factor models (Q4991043)
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scientific article; zbMATH DE number 7353653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario analysis for derivative portfolios via dynamic factor models |
scientific article; zbMATH DE number 7353653 |
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Scenario analysis for derivative portfolios via dynamic factor models (English)
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2 June 2021
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risk management
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filtering
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scenario analysis
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multi-factor models
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