Return to search

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.

Page generated in 0.0016 seconds