Kastawa Yudiaatmaja, author
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
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2012
 UI - Tesis (Open)
Lukitarini, author
Perhitungan value at risk dengan metode simulasi Monte Carlo pada portofolio FX Forward USD/IDR
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2001
 UI - Tesis (Membership)
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)
Feriyanti Nalora, author
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
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2012
 UI - Tesis (Open)
Andrianto Daru Kurniawan, author
Penerapan model carian-kovarian dalam estimasi value at risk pada portofolio FX Forward USD/IDR
Fakultas Eknonomi dan Bisnis Universitas Indonesia, 2000
 UI - Tesis (Membership)
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