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Value-at-Risk

ein modernes Instrument für die Steuerung der Preisrisiken des Bankbetriebs

Fast facts

Quote

[1]H. Schulte-Mattler and U. Gaumert, “Value-at-Risk,” in Handbuch MaRisk, Frankfurt, M.: Knapp, 2006, pp. 183–224.

Notes and references

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