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nusagumilang

Martinus Aditya Nusa Gumilang

Recently Published

Calculating Volatility using RiskMetrics's Exponentially Weighted Moving-Average Method
Monte Carlo Approach in Finding Value at Risk
Weaknesses of Normality Assumption for Return Data in Calculating Value at Risk
Calculating Value at Risk with Normality Assumption
We are using profit/loss approach at calculating the VaR.