Abstract | Keywords | Export | Availability | Bookmark

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Monte Carlo method --- Risk management --- Monte-Carlo, Méthode de --- Gestion du risque --- Monte Carlo method. --- Risk assessment --- Mathematical models. --- AA / International- internationaal --- 305.970 --- 305.975 --- 305.6 --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots. --- Monte Carlo methods. Experimenten en resultaten. --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen. --- Monte-Carlo, Méthode de --- Risk --- Risque --- Mathematical models --- Modèles mathématiques. --- Algemeenheden: Autoregression and moving average representation. ARIMA. ARMAX. Lagrange multiplier. Wald. Function (mis) specification. Autocorrelation. Homoscedasticity. Heteroscedasticity. ARCH. GARCH. Integration and co-integration. Unit roots --- Monte Carlo methods. Experimenten en resultaten --- Risicotheorie, speltheorie. Risicokapitaal. Beslissingsmodellen --- Risk assessment - Mathematical models. --- Modèles mathématiques.