<--- Back to Details
First PageDocument Content
Mathematical finance / Finance / Economics / Investment / Financial markets / Volatility / Active risk / Risk / Value at risk / Financial economics / Financial risk / Actuarial science
Mathematical finance
Finance
Economics
Investment
Financial markets
Volatility
Active risk
Risk
Value at risk
Financial economics
Financial risk
Actuarial science

Microsoft Word - Number 6 - Risk Model Reliability.doc

Add to Reading List

Source URL: axioma.com

Download Document from Source Website

File Size: 941,42 KB

Share Document on Facebook

Similar Documents

Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distributed Risk Factors Jules SADEFO KAMDEM ∗† Laboratoire de Math´ematiques CNRS UMR 6056 Universit´e De Reims

DocID: 1uKtW - View Document

EXAMINES DIFFERENT COMPUTATIONAL APPROACHES OF VALUE-AT-RISK (VAR) FOR BSE INDEX STOCKS OF SENSEX

DocID: 1uBJz - View Document

THE IMPLEMENTATION OF VALUE AT RISKBank of Israel Banking Review No), 61–87 61 THE IMPLEMENTATION OF VALUE AT RISK (VaR) IN ISRAEL’S BANKING SYSTEM BEN Z. SCHREIBER,* ZVI WIENER,** AND DAVID ZAKEN*

DocID: 1rXjb - View Document

European Finance Review 2: 189–193, 1999. © 1999 Kluwer Academic Publishers. Printed in the NetherlandsComment on ‘Non-Linear Value-at-Risk’

DocID: 1rPmj - View Document

Proceedings of the International MultiConference of Engineers and Computer Scientists 2014 Vol II, IMECS 2014, March, 2014, Hong Kong Parallel Computation of Value at Risk using the Delta-Gamma Monte Carlo Approa

DocID: 1rICE - View Document