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A synthetic factor approach to the estimation of value-at-risk of a portfolio of interest rate swaps

✍ Scribed by Cindy I Niffikeer; Robin D Hewins; Richard B Flavell

Book ID
117529264
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
212 KB
Volume
24
Category
Article
ISSN
0378-4266

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