Kajian Metode Simulasi Monte Carlo
MBB Manik, PK Nasution, S Suyanto… - Journal of Mathematics …, 2024 - journal.unm.ac.id
Metode Simulasi Monte Carlo adalah teknik yang biasanya melibatkan penggunaan
bilangan acak dan teori probabilitas yang dihasilkan komputer untuk memecahkan masalah …
bilangan acak dan teori probabilitas yang dihasilkan komputer untuk memecahkan masalah …
Analisis Risiko Investasi Saham Sektor Perbankan Syariah Menggunakan Perhitungan Value at Risk (VaR) dengan Model Simulasi Monte Carlo
M Marlinda - ISTIFHAM: Journal Of Islamic Studies, 2024 - jurnal.seutiahukamaa.org
Risk is a fact that investors must face in stock investment activities. Investors need risk
management and estimation to avoid higher risks due to stock price fluctuations that are …
management and estimation to avoid higher risks due to stock price fluctuations that are …
ANALISIS CONDITIONAL VALUE AT RISK PORTOFOLIO SAHAM DENGAN COPULA CLAYTON
S Karlina, E Sulistianingsih… - … MURNI DAN TERAPAN …, 2024 - ppjp.ulm.ac.id
Abstract Conditional Value at Risk (CVaR) is known as a risk measurement tool to estimate
losses in investing. Financial data tends not to be normally distributed so that the flexible …
losses in investing. Financial data tends not to be normally distributed so that the flexible …