Discounted maximum loss

Results: 2



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1Mathematical finance / Financial economics / Ethics / Stress testing / Scenario analysis / Value at risk / Discounted maximum loss / Credit risk / Systematic risk / Financial risk / Risk / Actuarial science

How to Find Plausible, Severe, and Useful Stress Scenarios

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Source URL: www.ijcb.org

Language: English - Date: 2009-08-18 05:58:07
2Actuarial science / Risk / Drawdown / Economics / Discounted maximum loss / Value at risk / Futures contract / Sterling ratio / V2 ratio / Financial risk / Mathematical finance / Financial economics

Research Note Andreas Steiner Consulting GmbH December 2010

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Source URL: www.intelligenthedgefundinvesting.com

Language: English - Date: 2011-01-30 22:49:25
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