Brunel University Research Archive(BURA) preserves and enables easy and open access to all
types of digital content. It showcases Brunel's research outputs.
Research contained within BURA is open access, although some publications may be subject
to publisher imposed embargoes. All awarded PhD theses are also archived on BURA.
Browsing by Subject Value at risk
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) |
|---|---|---|
| 2013 | High performance Monte Carlo computation for finance risk data analysis | Zhao, Yu |
| 2013 | Multithreading for high performance finance risk analysis | Wei, Wenqian |
| 2016 | Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk | Xu, Qifa; Liu, Xi; Jiang, Cuixia |
| 2005 | Treasury Management Model with Foreign Exchange Exposure | Volosov, K; Mitra, G; Spagnolo, F; Lucas, CA |