Modeling Financial Markets: Fundamental Concepts in Portfolio Risk Management - Maple Application Center
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Modeling Financial Markets: Fundamental Concepts in Portfolio Risk Management

Author
: Dr. Alejandro Reynoso
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This Maple document explores a number of fundamental concepts in portfolio risk management, and shows how Maple's ValueAtRisk command can be used to compute a Monte Carlo estimate of the value-at-risk of a portfolio whose total value is governed by the specified stochastic process.

This is part 36 of a 45-document course on Modeling Financial Markets. 

Application Details

Publish Date: July 19, 2022
Created In: Maple 17
Language: English

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