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  • Quantifying Structural Risks in Modern Financial Markets
    Hari P. Krishnan; Ash Bennington
    978-3-030-79253-4
    2021
    Edition 1
    • Provides a consistent framework for dealing with credit and positioning risk
    • Includes practitioner examples and techniques for adjusting traditional risk measures
    • Applies Mean Field Theory to reduce the dimensionality of the problem dramatically

    €120

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