Greg Lambadiaris, Louiza Papadopoulou, George Skiadopoulos and Yiannis Zoulis assess the performance of historical and Monte Carlo simulation in calculating VAR, using data from the Greek stock and ...

In standard calculations of value-at-risk by historical simulation, some representation of the profit and loss (P&L) function is obtained for the portfolio of interest that permits it to be repriced ...

CHICAGO & NEW YORK--(BUSINESS WIRE)-- Intercontinental Exchange, Inc. (NYSE:ICE), a leading global provider of data, technology, and market infrastructure, today announced the first phase of its ...