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＜departmental bulletin paper＞
Evaluation of VaR by Using Importance Sampling and Its Applications to the Risk Analysis
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| Table of Contents | 1 まえがき 2 VaRの基本 3 VaR評価法の概要 4 Importance SamplingによるVar計算の高速化 5 ISアルゴリズム 6 VaR計算の応用例 7 応用例 8 結論 |
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| Created Date | 2020.05.28 |
| Modified Date | 2020.10.14 |