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Value at risk
Results: 893

#	Item
341	Efficient Risk Estimation via Nested Sequential Simulation Mark Broadie, Columbia University Joint work with Yiping Du and Ciamac Moallemi Bachelier Finance Society June 24, 2010 Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-19 11:26:12 Management Risk Financial risk Importance sampling Variance reduction Value at risk Actuarial science Ethics Mathematical finance
342	ICEBERG RISK An Adventure in Portfolio Theory Kent Osband [removed] January 2002 Add to Reading List Source URL: www.wilmott.com Language: English - Date: 2002-05-01 11:43:00 Mathematical finance Economics Finance Risk Value at risk Modern portfolio theory Sharpe ratio Financial risk management Beta Financial risk Actuarial science Financial economics
343	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
344	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
345	Dynamic Hedging of Conditional Value-at-Risk 6th World Congress of Bachelier Finance Society Alexander Melnikov [removed] Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-20 11:46:05 Actuarial science Financial economics Applied mathematics Stochastic processes Probability theory Expected shortfall Tail value at risk Risk measure Black–Scholes Mathematical finance Financial risk Statistics
346	STATIC MULTIPLE RISK FACTOR MODEL EXAMPLES DYNAMIC RISK FACTOR MODEL DYNAMIC MODEL FOR DEFAULT AND LOSS GIVEN DEFAULT CONCLUDING REMARKS Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-04-30 17:24:40 Mathematical finance Finance Economics Risk management Risk Value at risk Systematic risk Granularity Credit default swap Financial risk Financial economics Actuarial science
347	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
348	PDF Document Add to Reading List Source URL: media.fshandbook.info Language: English - Date: 2015-02-04 07:33:46 Actuarial science Financial risk Financial markets Investment Valuation Risk Venture capital Value at risk Collective investment scheme Financial economics Finance Economics
349	TAIL RISK BUDGETING R. Douglas Martin* CompFin Director [removed] CFA Society of Seattle Presentation , May 20, 2011 * Part of this presentation is due to joint work with Minfeng Zhu (Aegon USA), and part Add to Reading List Source URL: www.cfasociety.org Language: English - Date: 2011-05-25 14:40:26 Finance Economics Actuarial science Expected shortfall Modern portfolio theory Volatility Investment Risk Value at risk Mathematical finance Financial risk Financial economics
350	Toolkit for Risk-based pensions supervision Case Study Netherlands Add to Reading List Source URL: www.iopstoolkit.org Language: English - Date: 2011-02-24 10:26:12 Financial risk Ethics Risk management Employment compensation Pension Value at risk Insurance Own Risk and Solvency Assessment Basel II Actuarial science Financial economics Risk

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