Alessandro Bonadeo
Risk-based profit and loss in Murex e stima delle greche = Risk-based profit and loss in Murex and greeks estimation.
Rel. Paolo Brandimarte. Politecnico di Torino, Master of science program in Mathematical Engineering, 2023
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Abstract
Test e validazione dello strumento di Risk-based profit and loss nell'ambiente Murex e analisi del problema di stima delle greche utilizzando simulazioni Monte Carlo.
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