VALUE-AT-RISK RISK MEASURE: REPRESENTATION, PREDICTION, AND ACCURATION IN COMMONOTONIC RANDOM VARIABLE
Risk is the effect of random event. The resulting effect is expressed in a function called random variable. Every random variable can be constructed commonotonic random variable. Furthermore, the risk prediction is measured using a risk measure, a function that maps a set of random variable to re...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/50087 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |