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Filtrado por: Palabra clave Loss Distribution

Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio

Palabra clave:

Expected Shortfall, Loss Distribution, and Value at Risk

Creador:

Shah, Azuri

Advisor:

Blais, Marcel Y.

Editor:

Worcester Polytechnic Institute

Fecha de Creacion:

2012-05-02

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio

Palabra clave:

Value at Risk, Expected Shortfall, and Loss Distribution

Creador:

Infantino, Shanna

Advisor:

Blais, Marcel Y.

Editor:

Worcester Polytechnic Institute

Fecha de Creacion:

2012-05-02

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences