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7 - Value at Risk
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- Portfolio Theory and Risk Management
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- 07 August 2014, pp 98-123
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Contents
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- 07 August 2014, pp vii-viii
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Index
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- 07 August 2014, pp 159-160
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Frontmatter
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- 07 August 2014, pp i-vi
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1 - Risk and return
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- 07 August 2014, pp 1-10
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2 - Portfolios consisting of two assets
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- 07 August 2014, pp 11-34
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6 - Utility functions
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- 07 August 2014, pp 76-97
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5 - The Capital Asset Pricing Model
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- 07 August 2014, pp 67-75
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8 - Coherent measures of risk
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- 07 August 2014, pp 124-158
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3 - Lagrange multipliers
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- 07 August 2014, pp 35-47
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Preface
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- 07 August 2014, pp ix-x
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4 - Portfolios of multiple assets
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- 07 August 2014, pp 48-66
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Portfolio Theory and Risk Management
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- 05 May 2015
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- 07 August 2014
4 - Non-linear solvers
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- Numerical Methods in Finance with C++
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- 05 August 2012
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- 02 August 2012, pp 75-92
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1 - Binomial pricer
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- Numerical Methods in Finance with C++
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- 02 August 2012, pp 1-27
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Preface
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- Numerical Methods in Finance with C++
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- 02 August 2012, pp ix-x
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Numerical Methods in Finance with C++
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- 02 August 2012
Frontmatter
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- 02 August 2012, pp i-vi
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6 - Finite difference methods
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- 02 August 2012, pp 125-164
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3 - American options
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- 02 August 2012, pp 53-74
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