Chamberlain Sylvain Taguedong

affiliation not provided to SSRN

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Scholarly Papers (1)

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Behavioral Approach to Market and Default Risks Modeling

Number of pages: 31 Posted: 29 Dec 2009
Chamberlain Sylvain Taguedong
affiliation not provided to SSRN
Downloads 115 (249,999)

Abstract:

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Noise Trading, Value at Risk, Probability of Default, Risk Measure Coherence, Risk Measure's Estimator Coherence