Valor en riesgo mediante simulacioon historica en un entorno de tasas negativas
On recent years many countries have tried to reactivate their economies with a monetary policy that has established low interest rate levels as an effect of 2007 financial crisis. This rate reduction generates misleading results on Value at Risk calculations on certain instruments when rates tend t...
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| Format: | Article |
| Language: | English |
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Universidad Autónoma de Nuevo León
2015-01-01
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| Series: | Innovaciones de Negocios |
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| Online Access: | http://www.web.facpya.uanl.mx/rev_in/Revistas/12_23/12.23%20Art%205%20097_111.pdf |