Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (Q5270722): Difference between revisions
From MaRDI portal
Latest revision as of 01:22, 14 July 2024
scientific article; zbMATH DE number 6738116
Language | Label | Description | Also known as |
---|---|---|---|
English | Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk |
scientific article; zbMATH DE number 6738116 |
Statements
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk (English)
0 references
30 June 2017
0 references
financial risk management
0 references
conditional value-at-risk
0 references
value-at-risk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references