Historical simulation - PDFSEARCH.IO - Document Search Engine

Historical simulation
Results: 50

#	Item
21	Figure 1: Multi-model simulated time series of change in global annual mean surface temperature relative to[removed]Historical simulation is represented by black line while projection is indicated by coloured line. Unc Add to Reading List Source URL: gia.info.gov.hk - Date: 2013-10-03 06:14:15
22	Working Paper No. 525 Filtered historical simulation Value-at-Risk models and their competitors Pedro Gurrola-Perez and David Murphy March 2015 Add to Reading List Source URL: www.bankofengland.co.uk Language: English - Date: 2015-03-04 10:41:38 Financial economics Economics Applied mathematics RiskMetrics Volatility Historical simulation Value at risk Financial risk modeling Risk Financial risk Actuarial science Mathematical finance
23	econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2013-05-22 03:34:44 Mathematical finance Economics Financial economics RiskMetrics Autoregressive conditional heteroskedasticity Volatility Financial risk modeling Value at risk Historical simulation Statistics Financial risk Actuarial science
24	Introduction The Method Data and Empirical Results Summary An Efficient Method for Market Risk Add to Reading List Source URL: www.hse.ru Language: English - Date: 2011-12-21 02:36:17 Financial risk Applied mathematics Mathematical sciences Emergency management Statistical inference Value at risk Historical simulation Extreme value theory Risk Statistics Actuarial science Mathematical finance
25	econstor www.econstor.eu Der Open-Access-Publikationsserver der ZBW – Leibniz-Informationszentrum Wirtschaft The Open Access Publication Server of the ZBW – Leibniz Information Centre for Economics Add to Reading List Source URL: www.econstor.eu Language: English - Date: 2013-05-22 03:34:44 Mathematical finance Economics Financial economics RiskMetrics Autoregressive conditional heteroskedasticity Volatility Financial risk modeling Value at risk Historical simulation Statistics Financial risk Actuarial science
26	The Value of Value at Risk: Statistical, Financial, and Regulatory Considerations Add to Reading List Source URL: www.newyorkfed.org Language: English - Date: 2003-03-28 11:17:10 Mathematical sciences Value at risk Jon Danielsson Historical simulation Risk Investment Non-parametric statistics Variance Statistics Actuarial science Financial risk
27	Taxonomy Revision in Botany: A Simulation of Historical Data Add to Reading List Source URL: www.aaai.org Language: English - Date: 2006-01-11 04:52:05 Nomenclature Botanical nomenclature Biology Taxonomy Gaultheria Biological classification Taxonomic rank Genus Order Scientific classification Science Knowledge
28	From Risk Measurement to Risk Management with ® FEA VaRworks Monte Carlo Simulation, Historical Simulation, Variance™ Covariance VaR, VaRdelta and Extreme Value Theory Add to Reading List Source URL: www.fea.com Language: English - Date: 2012-03-30 09:42:00 Economics Actuarial science Finance Diversification Investment Hedge Beta Risk Value at risk Financial risk Financial economics Mathematical finance
29	Introduction to Monte Carlo VaR with FEA ® VaRworks Monte Carlo Simulation, Historical Simulation, VarianceCovariance VaR, VaRdelta® and Extreme Value Theory Add to Reading List Source URL: www.fea.com Language: English - Date: 2012-03-30 09:42:00 Actuarial science Applied mathematics Finance Investment RiskMetrics Volatility Option Value at risk Monte Carlo method Financial risk Financial economics Mathematical finance
30	Introduction to variancecovariance VaR with ™ VaRworks Monte Carlo Simulation, Historical Simulation, Variance™ Covariance VaR, VaRdelta and Extreme Value Theory Add to Reading List Source URL: www.fea.com Language: English - Date: 2012-03-30 09:42:00 Finance Economics RiskMetrics Volatility Market risk Implied volatility Power reverse dual currency note Financial risk Financial economics Mathematical finance

UPDATE