ANALISIS DAN PENGUJIAN TIGA METODE VALUE AT RISK PADA PORTFOLIO SAHAM DI INDONESIA DAN AMERIKA (CASE STUDY: PT. DONGSUH SECURITIES, getdate())

ANDREYONO SANJAYA, VICKY (2009) ANALISIS DAN PENGUJIAN TIGA METODE VALUE AT RISK PADA PORTFOLIO SAHAM DI INDONESIA DAN AMERIKA (CASE STUDY: PT. DONGSUH SECURITIES, getdate()). Masters thesis, BINUS.

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Abstract

ANALISIS DAN PENGUJIAN TIGA METODE VALUE AT RISK PADA PORTFOLIO SAHAM DI INDONESIA DAN AMERIKA (CASE STUDY: PT. DONGSUH SECURITIES, getdate()) - Value at Risk, VaR, Diversified VaR, Backtesting, Historical VaR, Delta-Normal, Monte-Carlo

Item Type: Thesis (Masters)
Additional Information: TS-CS-2009-0209
Subjects: MANAGEMENT
Divisions: Faculty of Economics and Business > School of Management
Depositing User: Mr. Super Admin
Date Deposited: 11 Jan 2012 20:32
Last Modified: 11 Jan 2012 20:32
URI: http://eprints.binus.ac.id/id/eprint/9780

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