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Title: Analytical Approaches to Calculating Value-at-Risk of a Quadratic Approximation of a Stock and Options Portfolio
Authors: Wang, Daniel Xiaochen
Advisors: Cheridito, Patrick
Department: Mathematics
Class Year: 2012
Extent: 86 Pages
Other Identifiers: 27327
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact
Type of Material: Princeton University Senior Theses
Appears in Collections:Mathematics, 1934-2016

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