Year | 2017 |
---|---|
Authors | Huei-Wen Teng/Huei-Wen Teng |
Paper Title | A spherical Monte Carlo approach for calculating Value-at-Risk and expected shortfall in financial risk management |
Language | English |
Login Department of Information Management and Finance, NYCU
Year | 2017 |
---|---|
Authors | Huei-Wen Teng/Huei-Wen Teng |
Paper Title | A spherical Monte Carlo approach for calculating Value-at-Risk and expected shortfall in financial risk management |
Language | English |