#TITLE_ALTERNATIVE#
Value-at-Risk (VaR) is one of risk measuring tools widely used at this time. There are several approaches for calculating VaR, such as historical simulation, the variance-covariance, and Monte Carlo simulation. If a portfolio has two kind of variables in there, then we need consider dependence betwe...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/18774 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
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