Monte Carlo approach to value-at-risk estimation applied to foreign currency forward contracts

Monte Carlo approach to value-at-risk estimation applied to foreign currency forward contracts

Detaylı Bibliyografya
Yazar: Lapay, Glolibeth T.
Materyal Türü: Tez
Dil:English
Baskı/Yayın Bilgisi: 2001.
Konular:
Foreign exchange futures.
Risk management.
Monte Carlo method.