Anybody can do value at risk : a teaching study using parametric computation and Monte Carlo simulation
Yun Hsing Cheung; Robert J. Powell
| Year of publication: |
2012
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|---|---|
| Authors: | Cheung, Yun-hsing ; Powell, Robert |
| Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 6.2012, 5, p. 101-118
|
| Subject: | Value at risk | Rarmetric value at risk | Monte Carlo simulation | Financial modelling | Pseudo-random number generator | Monte-Carlo-Simulation | Risikomaß | Risk measure | Simulation | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010244995