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Risk Measures for the 21st Century

Edited by Giorgio SzegÃ¶

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In order to discuss developments in measurements of financial risk, a seminar on ""Statistical and Computational Problems in Risk Management: VaR and Beyond VaR!"" was held, co-sponsored by the University of Rome, La Sapienza, and the bank UBM of the UniCredito Group in the summer of 2001. This book is a collection of the papers from the invited speakers (all revised and updated) and additional contributions from other leading researchers in the field.

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