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Demonstrations 41 - 60 of 289
Generalized Extreme Value Distributions: Application in Financial Risk Management
The Facilities Location Problem
Term Structure of Interest Rates
Jack Lew Signature Function
Financial Engineering of a Bond
Liability Insurance Desirability under Lognormal Loss Distributions
Liability Insurance Desirability When "Diminution" Is Unlawful
European Option Prices and Greeks in 3D
Stock Prices of Technology Companies
Process-Based Cost Model for a Print and Copy Firm
Efficient Total Production through Specialization
Per Unit Subsidy
Two Jump Diffusion Processes
Regression Analysis of USA Inflation
Nonuniqueness of Option Pricing Under the Meixner Model
African GDP Outliers
Auto Loan Calculator
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
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