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Found 117471 Document(s) match with the query 20333307
Komparasi model value-at-risk antara bootstrapped historical simulation dengan monte carlo simulation terhadap eksposur FX options USD/IDR: menggunakan data pasar 1 Januari 2007-30 Desember 2011 = A comparison of VaR methods between bootstrapped historical simulation and Monte Carlo simulation for FX options USD/IDR exposures
Author : Kastawa Yudiaatmaja, author
Call Number : T32249
Collection Type : UI - Tesis Open
Location : Universitas Indonesia Library
Perhitungan value at risk dengan metode simulasi Monte Carlo pada portofolio FX Forward USD/IDR
Author : Lukitarini, author
Call Number : T4060
Collection Type : UI - Tesis Membership
Location : Universitas Indonesia Library
Perhitungan beban modal risiko nilai tukar dengan value at risk metode Monte Carlo Simulation = Calculation of capital charges foreign exchange rate risk with value at risk Monte Carlo simulation method
Author : Fauzur Rahman, author
Call Number : T29657
Collection Type : UI - Tesis Open
Location : Universitas Indonesia Library
Analisis perbandingan perhitungan beban modal risiko operasional dengan menggunakan metode extreme value theory dan metode monte carlo simulation study kasus PT Bank ABC = Comparative analysis of capital charge for operational risk capital by using the extreme value theory and Monte Carlo Simulation: case study on PT Bank ABC
Author : Feriyanti Nalora, author
Call Number : T32194
Collection Type : UI - Tesis Open
Location : Universitas Indonesia Library
Penerapan model carian-kovarian dalam estimasi value at risk pada portofolio FX Forward USD/IDR
Author : Andrianto Daru Kurniawan, author
Call Number : T3793
Collection Type : UI - Tesis Membership
Location : Universitas Indonesia Library
Penerapan metoda simulasi historis dalam perhitungan value at risk pada portfolio FX forward usd/idr
Author : Nugrahini TJ., Author
Call Number : T5232
Collection Type : UI - Tesis Membership
Location : Universitas Indonesia Library
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