<--- Back to Details
First PageDocument Content
Normal distribution / Actuarial science / Financial risk / RiskMetrics / Log-normal distribution / Autoregressive conditional heteroskedasticity / Fat-tailed distribution / Monte Carlo method / Volatility / Statistics / Probability and statistics / Mathematical finance
Date: 2011-02-04 02:06:38
Normal distribution
Actuarial science
Financial risk
RiskMetrics
Log-normal distribution
Autoregressive conditional heteroskedasticity
Fat-tailed distribution
Monte Carlo method
Volatility
Statistics
Probability and statistics
Mathematical finance

Microsoft Word - New Simulation Methodology Benchnote.docx

Add to Reading List

Source URL: www.msci.com

Download Document from Source Website

File Size: 1.011,96 KB

Share Document on Facebook

Similar Documents

Implementing an Effective Risk Appetite Statement on Management Accounting About IMA® IMA, the association of accountants and financial professionals in business, is one of the largest and most

DocID: 1vrsf - View Document

Financial Management of Flood Risk Financial Management of Flood Risk Financial Management of Flood Risk

DocID: 1voSn - View Document

Rio declaration on climate risk transparency by the Brazilian insurance industry Left unchecked, climate change poses a serious threat to the sustainability of insurance markets and the financial system, and of communiti

DocID: 1vnlA - View Document

Systemic Risk, Contagion, and Financial Networks: a Survey Matteo Chinazzi∗ Giorgio Fagiolo†

DocID: 1vi1v - View Document

Journal of Financial and Strategic Decisions Volume 12 Number 2 FallTHE IPO EFFECT AND MEASUREMENT OF RISK

DocID: 1vhGn - View Document