EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS

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Bibliographic Details
Main Author:	HAN KUNYANG
Other Authors:	MATHEMATICS
Published:	2021
Online Access:	https://scholarbank.nus.edu.sg/handle/10635/203928
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-203928
record_format	dspace
spelling	sg-nus-scholar.10635-2039282021-10-20T08:39:11Z EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS HAN KUNYANG MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-20T08:07:26Z 2021-10-20T08:07:26Z 2015 HAN KUNYANG (2015). EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/203928
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 HAN KUNYANG
author	HAN KUNYANG
spellingShingle	HAN KUNYANG EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS
author_sort	HAN KUNYANG
title	EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS
title_short	EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS
title_full	EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS
title_fullStr	EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS
title_full_unstemmed	EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS
title_sort	examining fourier methods for var and expected shortfall of nonlinear portfolios
publishDate	2021
url	https://scholarbank.nus.edu.sg/handle/10635/203928
_version_	1715201348570447872

EXAMINING FOURIER METHODS FOR VAR AND EXPECTED SHORTFALL OF NONLINEAR PORTFOLIOS

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