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Object's details: Comparison of market risk of an equity asset class measured by Value at Risk and Maximal Loss according to Monte Carlo method with fractional Brownian motion evolution of the price and historical simulation approach

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Structure
Studia Ekonomiczne - Akademia Ekonomiczna im. Karola Adamieckiego w Katowicach.
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Additional information

  • Creation date: 2017-04-05
  • Last modification date: 2023-05-25
  • Content object's number of views: 74
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Information on financing

The project is co-financed by the European Union from the European Regional Development Fund under the Regional Operational Program of the Silesian Voivodeship for the years 2014 - 2020 Silesian Digitarium. Digitization and access to the resources of cultural institutions of the Silesian Voivodeship.

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