Empirical Research on Value-at-Risk Computing Approaches in Evaluation of Financial Risks
The aim of this dissertation is is to investigate how VAR computing approaches are implemented in evaluation of financial risk. Furthermore, objectives related to various aspects are investigated specifically. The first objective is to investigate how the three traditional VAR computing approaches a...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2012
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| Online Access: | https://eprints.nottingham.ac.uk/26006/ |