Scenario Simulation: Theory and methodology

• 1 December 1996
• journal article
• Published by Springer Nature in Finance and Stochastics
• Vol. 1  (1) , 43-67
• https://doi.org/10.1007/s007800050016

Abstract

Keywords

• MULTIVARIATE DISTRIBUTION
• MONTE CARLO SAMPLING
• RISK ANALYSIS
• VALUE AT RISK
• CREDIT RISK
• FINANCIAL RISK MANAGEMENT