"Toshev, Rayko" - Selaus tekijän mukaanPro gradu -tutkielmat ja diplomityöt
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Testing and Comparing Value-at-Risk Measures in the Bulgarian Stock Market
Toshev, Rayko (2010)
Pro gradu - tutkielmaThe purpose of this thesis is to compare commonly used Value-at-Risk measures calculated through Historical and Monte Carlo Simulations and to answer the question whether these measures adequately capture market risk in ...