ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE

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Bibliographic Details
Main Author:	TAY HUI SHAN
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203506
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203506
record_format	dspace
spelling	sg-nus-scholar.10635-2035062021-10-15T09:57:17Z ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE TAY HUI SHAN MATHEMATICS JIN XING Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-15T02:47:52Z 2021-10-15T02:47:52Z 2005 TAY HUI SHAN (2005). ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203506
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
description	Bachelor's
author2	MATHEMATICS
author_facet	MATHEMATICS TAY HUI SHAN
author	TAY HUI SHAN
spellingShingle	TAY HUI SHAN ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE
author_sort	TAY HUI SHAN
title	ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE
title_short	ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE
title_full	ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE
title_fullStr	ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE
title_full_unstemmed	ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE
title_sort	estimating portfolio value-at-risk by quasi-monte carlo simulation and kernel density estimate
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203506
_version_	1715201286442319872

ESTIMATING PORTFOLIO VALUE-AT-RISK BY QUASI-MONTE CARLO SIMULATION AND KERNEL DENSITY ESTIMATE

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