Comparison of value-at-risk (VAR) using delta-gamma approximation with higher order approach

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Bibliographic Details
Main Author:	TEO LI HUI
Other Authors:	MATHEMATICS
Format:	Theses and Dissertations
Language:	English
Published:	2010
Subjects:	Value-at-Risk, Delta-Gamma Approximation, Monte Carlo Simulation
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/15331
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Institution:	National University of Singapore
Language:	English

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record_format	dspace
spelling	sg-nus-scholar.10635-153312015-01-27T15:50:52Z Comparison of value-at-risk (VAR) using delta-gamma approximation with higher order approach TEO LI HUI MATHEMATICS JIN XING Value-at-Risk, Delta-Gamma Approximation, Monte Carlo Simulation Master's MASTER OF SCIENCE 2010-04-08T10:52:25Z 2010-04-08T10:52:25Z 2006-07-16 Thesis TEO LI HUI (2006-07-16). Comparison of value-at-risk (VAR) using delta-gamma approximation with higher order approach. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/15331 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
language	English
topic	Value-at-Risk, Delta-Gamma Approximation, Monte Carlo Simulation
spellingShingle	Value-at-Risk, Delta-Gamma Approximation, Monte Carlo Simulation TEO LI HUI Comparison of value-at-risk (VAR) using delta-gamma approximation with higher order approach
description	Master's
author2	MATHEMATICS
author_facet	MATHEMATICS TEO LI HUI
format	Theses and Dissertations
author	TEO LI HUI
author_sort	TEO LI HUI
title	Comparison of value-at-risk (VAR) using delta-gamma approximation with higher order approach
title_short	Comparison of value-at-risk (VAR) using delta-gamma approximation with higher order approach
title_full	Comparison of value-at-risk (VAR) using delta-gamma approximation with higher order approach
title_fullStr	Comparison of value-at-risk (VAR) using delta-gamma approximation with higher order approach
title_full_unstemmed	Comparison of value-at-risk (VAR) using delta-gamma approximation with higher order approach
title_sort	comparison of value-at-risk (var) using delta-gamma approximation with higher order approach
publishDate	2010
url	http://scholarbank.nus.edu.sg/handle/10635/15331
_version_	1681079176877047808

Comparison of value-at-risk (VAR) using delta-gamma approximation with higher order approach

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