Open AccessANÁLISE DA TEORIA DOS VALORES EXTREMOS E DA SIMULAÇÃO DE MONTE CARLO PARA O CÁLCULO DO VALUE-AT-RISK EM CARTEIRAS DE INVESTIMENTOS DE ATIVOS DE RENDA VARIÁVEL
Author(s) -
GUSTAVO JARDIM DE MORAIS
Publication year - 2011
Language(s) - Portuguese
Resource type - Dissertations/theses
DOI - 10.17771/pucrio.acad.34443
Subject(s) - financial crisis , order (exchange) , context (archaeology) , risk management , value at risk , financial market , economics , business , actuarial science , financial economics , finance , geography , macroeconomics , archaeology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom