11.5 Flawed Arguments for Historical Simulation.11.3 Calculating Value-at-Risk With Historical Simulation.11.2 Generating Realizations Directly From Historical Market Data.10.4 Monte Carlo Transformation Procedures.10.3 Quadratic Transformation Procedures.7.4 Unconditional Leptokurtosis and Conditional Heteroskedasticity.5.7 Breaking the Curse of Dimensionality.5.6 Implementing Pseudorandom Number Generators.5.5 Testing Pseudorandom Number Generators.4.8 White Noise, Moving-Average and Autoregressive Processes.3.17 Quantiles of Quadratic Polynomials of Joint-Normal Random Vectors.3.13 Quadratic Polynomials of Joint-Normal Random Vectors.3.8 Bernoulli and Binomial Distributions.3.5 Linear Polynomials of Random Vectors.2.3 Gradient & Gradient-Hessian Approx.1.6 Other Applications of Value-at-Risk.
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