ESTIMASI RISIKO PASAR DENGAN LVaR DAN EXPECTED SHORTFALL MENGGUNAKAN SIMULASI MONTE CARLO
Main Authors: | PRATAMA, I PUTU YUDHI, DHARMAWAN, KOMANG, SARI, KARTIKA |
---|---|
Format: | Article info application/pdf eJournal |
Bahasa: | eng |
Terbitan: |
Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University
, 2022
|
Online Access: |
https://ojs.unud.ac.id/index.php/mtk/article/view/87101 https://ojs.unud.ac.id/index.php/mtk/article/view/87101/44716 |
Internet
https://ojs.unud.ac.id/index.php/mtk/article/view/87101https://ojs.unud.ac.id/index.php/mtk/article/view/87101/44716
Lokasi
Koleksi | E-Jurnal Matematika |
---|---|
Gedung | Perpustakaan Universitas Udayana |
Institusi | Universitas Udayana |
Kota | BADUNG |
Provinsi | BALI |
Kontak | Butuh informasi lebih lanjut? Hubungi pustakawan institusi ini. |