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Zakiah, author

Perhitungan risiko nilai tukar dengan standardized model dan internal model metode varian-kovarian pada portofolio forex pt bank x

2004

UI - Tesis (Membership)

Bambang Yudatmono, author

Analisa perbandingan perhitungan nilai value-at-risk sepanjang tahun 2005 dengan menggunakan historical simulation method, Monte Carlo simuation method, dan variance-covariance simulation method terhadap saham PT. Indosat, Tbk.

Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2006

UI - Tesis (Membership)

Melani Salmadini, author

Evaluasi perbandingan value at risk harga saham dengan menggunakan metode variance covariance dan historical simulation terhadap ketentuan faktor risiko saham dalam penentuan batas tingkat solvabilitas minimum perusahaan asuransi (studi kasus pada PT Asuransi Jiwa XYZ) = Comparison evaluation of value at risk using variance covariance methodology and historical simulation methodology toward the simulation of share risk factor in determining minimum solvability rate limit in insurance company (a case study in PT. XYZ Life Insurance)

Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2009

UI - Tesis (Open)

Fauzur Rahman, author

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

Program Pascasarjana Universitas Indonesia, 2011

UI - Tesis (Open)

Yokeu Radityatama, author

Analisis perhitungan risiko nilai tukar menggunakan metode stressed value-at-risks dan expected shortfall (studi kasus Bank Mandiri dan Bank BCA) = Foreign exchange risk analysis using stressed value-at-risk and expected shortfall methods case study of Bank Mandiri and Bank BCA

Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2018

UI - Tesis (Membership)

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