EVALUATION OF VAR MODEL ON S & P 500 BY USING HISTORICAL SIMULATION / CHONG JIA YAP.
Material type: TextPublication details: Kuala Lumpur : Asia Pacific University, 2017Description: 74 p. : ill. ; 30 cmSubject(s): Econometric models | Risk management | Monte Carlo methodLOC classification: PG-24-0035Online resources: Available in APres - Requires login to view full text. Dissertation note: 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).Item type | Current library | Collection | Call number | Copy number | Status | Notes | Date due | Barcode |
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Reference | APU Library Library Workroom | Undergraduate Theses | PG-24-0035 (Browse shelf (Opens below)) | 1 | Not for loan (Restricted access) | Available in APres | 00037283 |
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).
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