Using quasi-Monte Carlo methods to evaluate value-at-risk

Using quasi-Monte Carlo methods to evaluate value-at-risk

Master's

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Bibliographic Details
Main Author: ZHANG YUBEI
Other Authors: MATHEMATICS
Format: Theses and Dissertations
Language:English
Published: 2019
Subjects:
VAR, Monte Carlo methods, Quasi-Monte Carlo methods, low-discrepancy sequences, Fourier Transformation method, Conditional Expectation method
Online Access:https://scholarbank.nus.edu.sg/handle/10635/161076
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Institution: National University of Singapore
Language: English

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