Improved techniques for using Monte Carlo in VaR estimation

Srinivasan, Ashok; Shah, Ajay

Improved techniques for using Monte Carlo in VaR estimation - Mumbai National Stock exchange of india limited, 2002 - 30 See NSE 332.645 GOS (Includes Acc. Nos. 24219, 24220, 24221, 34544, 34545 & 34546)


Monte Carlo simulation

Copyright @ 2024  |  All rights reserved, H.T. Parekh Library, Krea University, Sri City