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Demonstrations 61 - 80 of 299
Generalized Extreme Value Distributions: Application in Financial Risk Management
Term Structure of Interest Rates
Financial Engineering of a Bond
Liability Insurance Desirability under Lognormal Loss Distributions
Liability Insurance Desirability When "Diminution" Is Unlawful
The Effects of Coinsurance and Deductibles on Optimal Precautions for Weibull-Distributed Loss
European Option Prices and Greeks in 3D
Stock Prices of Technology Companies
The Present Value of Future Gas Use
Process-Based Cost Model for a Print and Copy Firm
Container Filled with Particulates
Per Unit Subsidy
Two Jump Diffusion Processes
Regression Analysis of USA Inflation
Nonuniqueness of Option Pricing Under the Meixner Model
Portfolio Diversification Benefit from Subadditive VaR
Attributing Portfolio Value at Risk: Relations with Component VaR, Marginal VaR, and Incremental VaR
Principal Components Analysis: Application in Value at Risk and Expected Shortfall
Standard American and European Options
Investor Perceptions of the Relationship of S&P 500 Stocks
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