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Delta-Normal Method
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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
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Year
2005
1
Creator
Kondapaneni, Rajesh
1
Advisor
Heinricher, Arthur C.
1
Contributor
Heinricher, Arthur C.
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Thesis
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