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https://scholarbank.nus.edu.sg/handle/10635/203506
| Title: | ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE | Authors: | TAY HUI SHAN | Issue Date: | 2005 | Citation: | TAY HUI SHAN (2005). ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE. ScholarBank@NUS Repository. | URI: | https://scholarbank.nus.edu.sg/handle/10635/203506 |
| Appears in Collections: | Bachelor's Theses |
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| File | Description | Size | Format | Access Settings | Version | |
|---|---|---|---|---|---|---|
| sci10542.pdf | 263.77 kB | Adobe PDF | CLOSED | None |
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