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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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/17991 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |