Monte Carlo methods in calculating value at risk

Monte Carlo methods in calculating value at risk

University of Macau === Faculty of Science and Technology === Department of Mathematics

Bibliographic Details
Main Author: Li, Xin
Language:English
Published: University of Macau 2010
Subjects:
University of Macau > Dissertations
澳門大學 > 論文
Monte Carlo method
Finance > Mathematical models
Financial risk management
Mathematics > Department of Mathematics
Online Access:http://umaclib3.umac.mo/record=b2148276

Internet

http://umaclib3.umac.mo/record=b2148276

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