Analisis Korelasi Harga Minyak Dunia dan Nilai Tukar USD/IDR terhadap Saham Transportasi dan logistik Menggunakan Metode DCC GARCH pada Periode Sebelum dan Saat Pandemik COVID-19 di Indonesia = Analysis of the Correlation between Global Oil Prices and USD/IDR Exchange Rate on Transportation and Logistiks Stocks Using DCC GARCH Method during Pre-Pandemik and COVID-19 Period in Indonesia

Pengukuran dan perbandingan risiko pasar menggunakan metode extreme value theory dan historical simulation (Studi kasus pada saham LQ45)

Analisis perhitungan operational value at risk klaim kecelakaan kerja BPJS ketenagakerjaan dengan loss distribution approach-aggregation method dan extreme value theory- generalized pareto distribution = Analysis of operational value at risk for work accident claim at BPJS ketenagakerjaan using loss distribution approach-aggregation method and extreme value theory-generalized pareto distribution

Analisis risiko nilai tukar mata uang asing (Ash-shraf) dengan metode extreme value theory

Perhitungan value at risk dengan metode simulasi Monte Carlo pada portofolio FX Forward USD/IDR