Risk management using var simulation with applications to Bucharest stock exchange.
Acta Universitatis Apulensis. Mathematics - Informatics (2008)
- Volume: 16, page 23-36
- ISSN: 1582-5329
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topRoşca, Alin V.. "Risk management using var simulation with applications to Bucharest stock exchange.." Acta Universitatis Apulensis. Mathematics - Informatics 16 (2008): 23-36. <http://eudml.org/doc/224526>.
@article{Roşca2008,
author = {Roşca, Alin V.},
journal = {Acta Universitatis Apulensis. Mathematics - Informatics},
keywords = {Value at Risk; stock market; Monte Carlo method; Quasi-Monte Carlo method; Mixed Monte Carlo method},
language = {eng},
pages = {23-36},
publisher = {"1 Decembrie 1918" University of Alba Iulia, Department of Mathematics and Informatics},
title = {Risk management using var simulation with applications to Bucharest stock exchange.},
url = {http://eudml.org/doc/224526},
volume = {16},
year = {2008},
}
TY - JOUR
AU - Roşca, Alin V.
TI - Risk management using var simulation with applications to Bucharest stock exchange.
JO - Acta Universitatis Apulensis. Mathematics - Informatics
PY - 2008
PB - "1 Decembrie 1918" University of Alba Iulia, Department of Mathematics and Informatics
VL - 16
SP - 23
EP - 36
LA - eng
KW - Value at Risk; stock market; Monte Carlo method; Quasi-Monte Carlo method; Mixed Monte Carlo method
UR - http://eudml.org/doc/224526
ER -
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