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Date: 2014
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/283490
Description: The economic valuation of complex financial contracts is often done using Monte-Carlo simulation. We show how to implement this approach using Excel. We discuss Monte-Carlo evaluation for standard sin ... More
Reviewed: Reviewed
Date: 2010
Subject Keyword: Finance | UVR | risk | mortgage
Language: spa
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/189536
Description: Historical VaR: a methodological approach for measuring expected losses in pesos in the Colombian indexed inflation mortgage market. The objective of this proposal is to provide useful information to ... More
Reviewed: Reviewed
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