Efficient estimation of risk measurement via regression and Stochastic Mesh method.

Efficient estimation of risk measurement via regression and Stochastic Mesh method.

Xiong, Ying. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2011. === Includes bibliographical references (p. 52-54). === Abstracts in English and Chinese. === Abstract --- p.i === Abstract in Chinese --- p.ii === Acknowledgements --- p.iii === Contents --- p.iv === List of Figures ---...

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Bibliographic Details
Other Authors: Xiong, Ying.
Format: Others
Language:English
Chinese
Published: 2011
Subjects:
Portfolio management > Mathematical models
Risk management > Mathematical models
Regression analysis
Stochastic analysis
Online Access:http://library.cuhk.edu.hk/record=b5894623
http://repository.lib.cuhk.edu.hk/en/item/cuhk-327395

Internet

http://library.cuhk.edu.hk/record=b5894623
http://repository.lib.cuhk.edu.hk/en/item/cuhk-327395

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