MEASURING BOND PORTFOLIO RISK BASED ON VALUE AT RISK AND EXPECTED SHORTFALL

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Bibliographic Details
Main Author: ALBERT CHRISTIAN
Other Authors: MATHEMATICS
Published: 2021
Online Access:https://scholarbank.nus.edu.sg/handle/10635/204216
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-2042162021-10-26T03:33:44Z MEASURING BOND PORTFOLIO RISK BASED ON VALUE AT RISK AND EXPECTED SHORTFALL ALBERT CHRISTIAN MATHEMATICS LOU JIANN HUA Bachelor's BACHELOR OF SCIENCE (HONOURS) 2021-10-26T03:03:23Z 2021-10-26T03:03:23Z 2016 ALBERT CHRISTIAN (2016). MEASURING BOND PORTFOLIO RISK BASED ON VALUE AT RISK AND EXPECTED SHORTFALL. ScholarBank@NUS Repository. https://scholarbank.nus.edu.sg/handle/10635/204216
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
ALBERT CHRISTIAN
author ALBERT CHRISTIAN
spellingShingle ALBERT CHRISTIAN
MEASURING BOND PORTFOLIO RISK BASED ON VALUE AT RISK AND EXPECTED SHORTFALL
author_sort ALBERT CHRISTIAN
title MEASURING BOND PORTFOLIO RISK BASED ON VALUE AT RISK AND EXPECTED SHORTFALL
title_short MEASURING BOND PORTFOLIO RISK BASED ON VALUE AT RISK AND EXPECTED SHORTFALL
title_full MEASURING BOND PORTFOLIO RISK BASED ON VALUE AT RISK AND EXPECTED SHORTFALL
title_fullStr MEASURING BOND PORTFOLIO RISK BASED ON VALUE AT RISK AND EXPECTED SHORTFALL
title_full_unstemmed MEASURING BOND PORTFOLIO RISK BASED ON VALUE AT RISK AND EXPECTED SHORTFALL
title_sort measuring bond portfolio risk based on value at risk and expected shortfall
publishDate 2021
url https://scholarbank.nus.edu.sg/handle/10635/204216
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