IEEE - Institute of Electrical and Electronics Engineers, Inc. - Liquidity management using Cash Flow at Risk

2008 4th International IEEE Conference "Intelligent Systems" (IS)

Author(s): B. Stoyanov ; H.W. Wieczorrek ; A. Antonov
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2008
Conference Location: Varna, Bulgaria
Conference Date: 6 September 2008
Volume: 3
ISBN (CD): 978-1-4244-1740-7
ISBN (Paper): 978-1-4244-1739-1
DOI: 10.1109/IS.2008.4670466
Regular:

The article describes the methodology and practical implementation of Cash Flow at Risk (CFaR) calculation with the help of a multidimensional Monte Carlo simulation. CFar is one of the most... View More

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