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筛选: 关键词 VaR

Interdependence of US Industry Sectors Using Vector Autoregression

关键词:

VaR and Interdependence

创造者:

Dutta Bordoloi, Suwodi

Advisor:

Vermes, Domokos and Zhao, Wanli

出版者:

Worcester Polytechnic Institute

创建日期:

2009-10-28

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
A Study of the Delta-Normal Method of Measuring VaR

关键词:

Delta-Normal Method and VaR

创造者:

Kondapaneni, Rajesh

Advisor:

Heinricher, Arthur C.

出版者:

Worcester Polytechnic Institute

创建日期:

2005-05-09

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences