Sinossi
Seminar paper from the year 2009 in the subject Business economics - Controlling, grade: 1,5, University of Innsbruck (Institut für Banken und Finanzen), course: Seminar SBWL Risk Management, language: English, abstract: This seminar paper is divided in the following chapters: 1. Definition of Value at Risk: What is VaR, several definitions of this figure. 2. The three common approaches for calculating Value at Risk: Historical simulation, Monte Carlo simulation, Variance-Covariance model. 3. The critical view: Problems and limitations of Value at Risk. Which approach can be meaningfully used and when not? Why is Value at Risk not the "only truth" in financial institutions? What are the strengths and weaknesses of the several approaches in calculating Value at Risk?
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per Problems of Value At Risk - A Critical View
Foto dell'editore
Problems of Value At Risk - A Critical View
Da: California Books, Miami, FL, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. Codice articolo I-9783640761616
Compra nuovo
EUR 25,73
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Problems of Value At Risk - A Critical View
Editore:
GRIN Verlag, GRIN Verlag Nov 2010, 2010
ISBN 10: 3640761618
ISBN 13: 9783640761616
Nuovo
Taschenbuch
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Seminar paper from the year 2009 in the subject Business economics - Controlling, grade: 1,5, University of Innsbruck (Institut für Banken und Finanzen), course: Seminar SBWL Risk Management, language: English, abstract: This seminar paper is divided in the following chapters:1. Definition of Value at Risk: What is VaR, several definitions of this figure.2. The three common approaches for calculating Value at Risk: Historical simulation,Monte Carlo simulation, Variance-Covariance model.3. The critical view: Problems and limitations of Value at Risk. Which approach can be meaningfully used and when not Why is Value at Risk not the 'only truth' in financial institutions What are the strengths and weaknesses of the several approaches in calculating Value at Risk 20 pp. Englisch. Codice articolo 9783640761616
Compra nuovo
EUR 17,95
Spedizione EUR 23,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Immagini fornite dal venditore
Problems of Value At Risk - A Critical View
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Seminar paper from the year 2009 in the subject Business economics - Controlling, grade: 1,5, University of Innsbruck (Institut für Banken und Finanzen), course: Seminar SBWL Risk Management, language: English, abstract: This seminar paper is divided in the following chapters:1. Definition of Value at Risk: What is VaR, several definitions of this figure.2. The three common approaches for calculating Value at Risk: Historical simulation,Monte Carlo simulation, Variance-Covariance model.3. The critical view: Problems and limitations of Value at Risk. Which approach can be meaningfully used and when not Why is Value at Risk not the 'only truth' in financial institutions What are the strengths and weaknesses of the several approaches in calculating Value at Risk. Codice articolo 9783640761616
Compra nuovo
EUR 17,95
Spedizione EUR 60,23
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Problems of Value At Risk - A Critical View
Print on DemandDa: preigu, Osnabrück, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Problems of Value At Risk - A Critical View | Alexander Melichar | Taschenbuch | 20 S. | Englisch | 2010 | GRIN Verlag | EAN 9783640761616 | Verantwortliche Person für die EU: GRIN Publishing GmbH, Waltherstr. 23, 80337 München, info[at]grin[dot]com | Anbieter: preigu Print on Demand. Codice articolo 107204255
Compra nuovo
EUR 17,95
Spedizione EUR 70,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 5 disponibili
Foto dell'editore
Problems of Value At Risk - A Critical View
Da: Mispah books, Redhill, SURRE, Regno Unito
Valutazione del venditore 4 su 5 stelle
paperback. Condizione: New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book. Codice articolo ERICA82936407616186
Compra nuovo
EUR 106,99
Spedizione EUR 28,85
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili