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Title: Sensitivity of Value at Risk for European Equity Options to Simplifying Assumptions and Parameter Estimation
Authors: Lanzarone, Michael
Advisors: Sircar, Ronnie
Department: Operations Research and Financial Engineering
Class Year: 2001
Extent: 75 Pages
Other Identifiers: 14563
Location : This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact
Type of Material: Princeton University Senior Theses
Appears in Collections:Operations Research and Financial Engineering, 2000-2016

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