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Filtering by: Unit (Department) Mathematical Sciences Keyword VaR

Interdependence of US Industry Sectors Using Vector Autoregression

Keyword:

VaR and Interdependence

Creator:

Dutta Bordoloi, Suwodi

Advisor:

Vermes, Domokos and Zhao, Wanli

Publisher:

Worcester Polytechnic Institute

Date Created:

2009-10-28

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
A Study of the Delta-Normal Method of Measuring VaR

Keyword:

Delta-Normal Method and VaR

Creator:

Kondapaneni, Rajesh

Advisor:

Heinricher, Arthur C.

Publisher:

Worcester Polytechnic Institute

Date Created:

2005-05-09

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences