Report on Analysis of the 260-Day Value at Risk (VAR) of Portfolio of Shares


Scientific Essay, 2012

16 Pages, Grade: B


Excerpt


Table of Contents

Introduction

Background to the Data Sample

Analytic VAR

Monte Carlo VAR 800

Historical Analysis/Bootstrap VAR

Discussion

Conclusion

References

Excerpt out of 16 pages

Details

Title
Report on Analysis of the 260-Day Value at Risk (VAR) of Portfolio of Shares
College
King`s College London
Grade
B
Author
Year
2012
Pages
16
Catalog Number
V269413
ISBN (eBook)
9783656605362
ISBN (Book)
9783656605324
File size
548 KB
Language
English
Keywords
report, analysis, value, risk, portfolio, shares
Quote paper
Calvin Monroe (Author), 2012, Report on Analysis of the 260-Day Value at Risk (VAR) of Portfolio of Shares, Munich, GRIN Verlag, https://www.grin.com/document/269413

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