Dynamic Hedging of Conditional Value-at-Risk 6th World Congress of Bachelier Finance Society Alexander Melnikov [removed] - Dynamic risk measure - Document - PDFSEARCH.IO

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	Dynamic Hedging of Conditional Value-at-Risk 6th World Congress of Bachelier Finance Society Alexander Melnikov [removed] Add to Reading List Document Date: 2010-06-20 11:46:05 Open Document File Size: 202,01 KB Share Result on Facebook Company Pearson / / / Facility University of Alberta June / / IndustryTerm equity-linked life insurance contract / semi-explicit solutions / / OperatingSystem L3 / / Organization University of Alberta / World Congress / / Person Alexander Melnikov Dynamic Hedging / A. Alexander Melnikov Dynamic Hedging / Alexander Melnikov / / SocialTag Actuarial science Financial economics Applied mathematics Stochastic processes Probability theory Expected shortfall Tail value at risk Risk measure Black–Scholes Mathematical finance

Dynamic Hedging of Conditional Value-at-Risk 6th World Congress of Bachelier Finance Society Alexander Melnikov [removed]Add to Reading List