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A Study of the Delta-Normal Method of Measuring VaR

Thesis (M.S.) -- Worcester Polytechnic Institute. / Keywords: VaR; Delta-normal method. Includes bibliographical references (p. 39).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/61125498
Date January 2005
CreatorsKondapaneni, Rajesh.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceLink to electronic thesis.

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