4. Physics
  5. Condensed Matter
  6. Statistical Mechanics

Claudio Nordio

Physics – Condensed Matter – Statistical Mechanics

Scientist

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Scientist

Derivatives Desk, Abaxbank, Milano Italy

Expected Shortfall as a Tool for Financial Risk Management

Physics – Condensed Matter – Statistical Mechanics
Scientific paper

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Liquidity-adjusted Market Risk Measures with Stochastic Holding Period

Economy – Quantitative Finance – Risk Management
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Profile ID: LFWR-SCP-P-176568

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