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