эссе Value at Risk calculations
The potential loss in value of a risky asset or portfolio over a defined period for a given confidence interval. Historical and Monte Carlo Simulation. Value at Risk as a risk assessment tool at banks and other financial service firms in the last decade.
Нажав на кнопку "Скачать архив", вы скачаете нужный вам файл совершенно бесплатно.
Перед скачиванием данного файла вспомните о тех хороших рефератах, контрольных, курсовых, дипломных работах, статьях и других документах, которые лежат невостребованными в вашем компьютере. Это ваш труд, он должен участвовать в развитии общества и приносить пользу людям. Найдите эти работы и отправьте в базу знаний.
Мы и все студенты, аспиранты, молодые ученые, использующие базу знаний в своей учебе и работе, будем вам очень благодарны.
Чтобы скачать архив с документом, в поле, расположенное ниже, впишите пятизначное число и нажмите кнопку "Скачать архив"
| Рубрика | Экономико-математическое моделирование |
| Вид | эссе |
| Язык | английский |
| Дата добавления | 25.02.2014 |
| Размер файла | 44,4 K |
Подобные документы
Модель оценки долгосрочных активов (Capital Asset Pricing Model, САРМ). Оценка доходности и риска на основе исторических данных. Выбор оптимального портфеля из рискованных активов. Риск и неопределенность денежных потоков. Расчет бета-коэффициента.
презентация [104,1 K], добавлен 30.07.2013Mathematical model of the grinding grating bending process under the action of a meat product load parabolically decreasing along the radius. Determination of the deflection of a knife blade under the action of a parabolic load of the food medium.
статья [1,3 M], добавлен 20.10.2022Estimate risk-neutral probabilities and the rational for its application. Empirical results of predictive power assessment for risk-neutral probabilities as well as their comparisons with stock-implied probabilities defined as in Samuelson and Rosenthal.
дипломная работа [549,4 K], добавлен 02.11.2015The core innovation of post-modern portfolio theory. Total variability of return. Downside risk optimization. Downside frequency, average deviation and magnitude. Main types of formulas for downside risk. Main features of the Sortino and Sharpe ratio.
реферат [213,9 K], добавлен 15.12.2012Entrepreneurial risk: the origins and essence. The classification of business risk. Economic characteristic of entrepreneurial risks an example of joint-stock company "Kazakhtelecom". The basic ways of the risks reduction. Methods for reducing the risks.
курсовая работа [374,8 K], добавлен 07.05.2013Blood Vessel Wall. Classes of Arteries. Atheromatous plaque. Risk Factors for Atherosclerosis. Age as a risk factor. Factors affecting plasma lipid levels. Additional Risk Factors. Pathogenesis of Atherosclerosis. Components of Atherosclerotic plaque.
презентация [2,1 M], добавлен 20.11.2013Analysis of factors affecting the health and human disease. Determination of the risk factors for health (Genetic Factors, State of the Environment, Medical care, living conditions). A healthy lifestyle is seen as the basis for disease prevention.
презентация [1,8 M], добавлен 24.05.2012Commercial banks as the main segment market economy. Principles and functions of commercial banks. Legal framework of commercial operation banks. The term "banking risks". Analysis of risks and methods of their regulation. Methods of risk management.
дипломная работа [95,2 K], добавлен 19.01.2014Поняття про систему методик Value at risk (VAR): особливості, принципи побудови, класифікаційні аспекти, методи використання. Застосування коваріаційного методу розрахунку VAR на прикладі фондової біржі ПФТС. Міжнародний досвід застосування VАR-аналізу.
курсовая работа [210,4 K], добавлен 21.01.2011Legal regulation of the activities of foreign commercial banks. Features of the Russian financial market. The role and place of foreign banks in the credit and stock market. Services of foreign banks in the financial market on the example of Raiffeisen.
дипломная работа [2,5 M], добавлен 27.10.2015The concept, types and regulation of financial institutions. Their main functions: providing insurance and loans, asset swaps market participants. Activities and basic operations of credit unions, brokerage firms, investment funds and mutual funds.
реферат [14,0 K], добавлен 01.12.2010Financial position of the "BTA Bank", prospects, business strategy, management plans and objectives. Forward-looking statements, risks, uncertainties and other factors that may cause actual results of operations; strategy and business environment.
презентация [510,7 K], добавлен 17.02.2013Concept and history of diving. The methods and techniques and tools. Safety rules for deep diving. The most beautiful places in the world, used by divers. Requirements for equipment, well-known brands in the field, the main methods of risk assessment.
презентация [350,6 K], добавлен 18.03.2015Causes of ischemic stroke. Assessment of individual risk for cardiovascular disease in humans. The development in patients of hypertension and coronary heart disease. Treatment in a modern hospital disorders biomarkers of coagulation and fibrinolysis.
статья [14,8 K], добавлен 18.04.2015History of the online payment systems. Payment service providers. Online bill payments and bank transefrs. Pros and cons for using online payment systems. Card Holder Based On Biometrics. Theft in online payment system. Online banking services, risk.
реферат [37,2 K], добавлен 26.05.2014The banks history. Origin of the word. The earliest evidence of money-changing activity. A bank as an institution that deals in money and its substitutes and provides other financial services. Types of banking institutions. Loans, checks and savings.
реферат [884,8 K], добавлен 19.04.2011Factors associated with increased risk of deformities in specialty physician. The most important factor in preventing burnout is likely to be considered meeting the need for self-actualization, which is the central concept of humanistic psychology.
презентация [75,1 K], добавлен 20.10.2014Different classification schemes for dementias. His reasons. Risk Factors for Dementia. Dementia is diagnosed by using many methods such as patient's medical and family history, physical exam, neurological evaluations, cognitive and neuropsychological.
презентация [775,8 K], добавлен 10.06.2013Формы отчетности с точки зрения портфельного подхода к анализу рисков компании. Преимущества использования показателя Value-at-Risk — инструмента активного управления рисками. Влияние хеджирования на компанию, стратегические результаты от его внедрения.
статья [52,2 K], добавлен 11.09.2010The legal framework governing the possibility of ideological choice. The Russian Constitution about the limitations of political pluralism. Criteria constitutionality of public associations. The risk of failure of tideological and political goal of power.
доклад [20,0 K], добавлен 10.02.2015
