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APPLICATION OF MONTE CARLO SIMULATION METHODS IN RISK MANAGEMENT
2 references·0 citing·6 second hop
APPLICATION OF MONTE CARLO SIMULATION METHODS IN RISK MANAGEMENT (2007)APPLICATION OF MONTE CARLO SIMULATION MET…FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk (2004)FOREX Risk: Measurement and E…Value At Risk: The New Benchmark for Managing Financial Risk (2000)Value At Risk: The New Benchm…Generalized autoregressive conditional heteroskedasticity (1986)Multivariate Simultaneous Generalized ARCH (1995)Evaluating Interval Forecasts (1998)Backtesting Value-at-Risk: A Duration-Based Approach (2004)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Machine Learning in Banking Risk Management: A Literature Review (2019)
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References

  • 2000Value At Risk: The New Benchmark for Managing Financial Risk2,478 cited
  • 2004FOREX Risk: Measurement and Evaluation Using Value‐at‐Risk28 cited

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