Template:Financial risk: Difference between revisions
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The concept of portfolio replication is central to rational pricing |
Cash flow at risk, Earnings at risk |
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* [[Survival analysis]] ([[Proportional hazards model]]) |
* [[Survival analysis]] ([[Proportional hazards model]]) |
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* [[Tracking error]] |
* [[Tracking error]] |
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* [[Value at risk|Value-at-Risk (VaR)]] and extensions [[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]] |
* [[Value at risk|Value-at-Risk (VaR)]] and extensions [[Profit at risk]], [[Margin at risk]], [[Liquidity at risk]], [[Cash flow at risk]], [[Earnings at risk]] |
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| group3 = Basic concepts |
| group3 = Basic concepts |
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