CHONG JIA YAP (TP030929)
EVALUATION OF VAR MODEL ON S & P 500 BY USING HISTORICAL SIMULATION / CHONG JIA YAP. - Kuala Lumpur : Asia Pacific University, 2017. - 74 p. : ill. ; 30 cm.
Available in APres.
A project submitted in partial fulfilment of the requirements of Asia Pacific University of Technology and Innovation for the degree of BA (Hons) in Actuarial Studies (UC3F1606ACS).
Econometric models.
Risk management.
Monte Carlo method.
PG-24-0035
EVALUATION OF VAR MODEL ON S & P 500 BY USING HISTORICAL SIMULATION / CHONG JIA YAP. - Kuala Lumpur : Asia Pacific University, 2017. - 74 p. : ill. ; 30 cm.
Available in APres.
A project submitted in partial fulfilment of the requirements of Asia Pacific University of Technology and Innovation for the degree of BA (Hons) in Actuarial Studies (UC3F1606ACS).
Econometric models.
Risk management.
Monte Carlo method.
PG-24-0035