EXPLORATION THE RELATION BETWEEN VALUE-AT-RISK AND CONDITIONAL VALUE-AT-RISK

EXPLORATION THE RELATION BETWEEN VALUE-AT-RISK AND CONDITIONAL VALUE-AT-RISK

In general, Value-at-Risk (VaR) and Conditional VaR (CVaR) are detection tools that used to measure a risk at corporation risk management. Analytically, VaR and <br /> <br /> <br /> <br /> <br /> CVaR predict a loss by calculation quantile of distribution. Therefo...

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Bibliographic Details
Main Author: ATIQI ROHMAWATI ( NIM : 20112025 ); Dosen Pembimbing: Khreshna I.A Syuhada, MSc, PhD, ANIQ
Format: Theses
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/17991
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Institution: Institut Teknologi Bandung
Language: Indonesia

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https://digilib.itb.ac.id/gdl/view/17991

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