000 | 00553nam a2200157Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
040 | _a, | ||
100 | _aSrinivasan, Ashok; Shah, Ajay | ||
245 | _aImproved techniques for using Monte Carlo in VaR estimation | ||
260 |
_c2002 _bNational Stock exchange of india limited, _aMumbai |
||
300 |
_bSee NSE 332.645 GOS (Includes Acc. Nos. 24219, 24220, 24221, 34544, 34545 & 34546) _a30 |
||
366 | _b2002 | ||
650 | _aMonte Carlo simulation | ||
942 |
_cWP _2ddc |
||
999 |
_c94745 _d94745 |