Browsing FGV EESP - MPFE: Dissertações, Mestrado Profissional em Finanças e Economia by Title "Comparativo de metodologias de mensuração de VAR para o mercado financeiro brasileiro"

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Comparativo de metodologias de mensuração de VAR para o mercado financeiro brasileiro

Chun, Liu Yuan
2007

Many methodologies to measure market risk have been developed and improved in the last few decades. While some methodologies are non-parametric, others are parametric. Some methodologies are theoretical, while others are ...