Simulating security returns : a filtered historical simulation approach /
Practitioners in risk management are familiar with the use of the FHS (filtered historical simulation) to finding realistic simulations of security returns. This approach has become increasingly popular over the last fifteen years, as it is both flexible and reliable, and is now being accepted in th...
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| Format: | Book |
| Language: | English |
| Published: |
New York :
Palgrave Macmillan,
2014.
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| Edition: | First edition. |
| Series: | Palgrave pivot.
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| Subjects: |
West Campus Library: Stacks
| Call Number: |
HG6024.A3 S558 2014 |
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| Call Number | Status | Get It |
| HG6024.A3 S558 2014 | Available | |