Index Catalog // Hyrax

Cancellare i filtri

Filtro per: Parola chiave Loss Distribution

Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio

Parola chiave:

Expected Shortfall, Loss Distribution, and Value at Risk

Creatore:

Shah, Azuri

Advisor:

Blais, Marcel Y.

Editore:

Worcester Polytechnic Institute

data di creazione:

2012-05-02

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio

Parola chiave:

Value at Risk, Expected Shortfall, and Loss Distribution

Creatore:

Infantino, Shanna

Advisor:

Blais, Marcel Y.

Editore:

Worcester Polytechnic Institute

data di creazione:

2012-05-02

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences