Growing Science » Tags cloud » Historical Simulation
Authors: Sudabeh Morshedian Rafiee, Zahra Houshmand Neghabi, Ali Feizollahei
DOI: 10.5267/j.msl.2012.08.020
Keywords: Market Risk, Foreign currency liquidity, Historical simulation, Linear regression, Value at Risk
Journal: MSL | Year: 2012 | Volume: 2 | Issue: 7 | Views: 1691 | Reviews: 0
Authors: Mohammad Khodaei Valahzaghard, Mina Ghavidel, Mojtaba Heidar, Elmira Mahmoudzadeh
DOI: 10.5267/j.msl.2012.06.005
Keywords: Foreign Currency Assets, Foreign Currency Liabilities Value at Risk (VaR), Historical Simulation, Linear Regression, Net Foreign Currency Balance Sheet Items (NFCBSI), Open Position
Journal: MSL | Year: 2012 | Volume: 2 | Issue: 6 | Views: 1738 | Reviews: 0
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