PENGUKURAN RISIKO ASET TUNGGAL DAN PORTOFOLIO SAHAM LQ45 DENGAN VALUE AT RISK METODE SIMULASI MONTE CARLO
Value at Risk (VaR) as a method of risk measurement is a part of risk management. Value at Risk is defined as the maximum loss estimation that will be obtained over a time period on normal market condition at a given confidence level. One of the methods for calculating VaR is Monte Carlo simulation....
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2012
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