Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions: An assessment of methods and means of obtaining valid long-run Value at Risk data - Brossura
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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
Editore:
AV Akademikerverlag Jul 2018, 2018
ISBN 10: 6202209453
ISBN 13: 9786202209458
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Written in 2008, this book was focused upon possibilities of calculating long-run VaR figures and the approaches and models that can be implemented to achieve accurate risk-measurements for long time horizons based upon the available models at the time. Initially, the general elements and aspects of the VaR methodology are presented and the standard short-run VaR models are surveyed and analyzed with regard to their applicability or even expandability towards the longer VaR horizons. In this evaluation the simplifications present in these short-run models are highlighted and critically evaluated as to their validity in long-run scenarios. After providing for a fundamental understanding of the basic VaR concepts, standard VaR, and critical issues with regard to long-run VaR, the main part of this book presents an extensive survey of possible approaches and models for calculating long-run VaR for horizons up to and in excess of twelve months. Throughout the analysis various comparative studies evaluating the accuracy of different approaches and their results are presented in an attempt to determine an 'optimal' approach or model for calculating long-run VaR. 104 pp. Englisch. Codice articolo 9786202209458
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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
Print on DemandDa: moluna, Greven, Germania
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Stark ErichErich Stark is a seasoned finance professional who has been engaged in theoretical and practical aspects of capital markets, corporate finance, and risk management since his university studies. His career covers vast exper. Codice articolo 385934743
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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
ISBN 10: 6202209453
ISBN 13: 9786202209458
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Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New. Codice articolo 26377354693
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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
ISBN 10: 6202209453
ISBN 13: 9786202209458
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Da: Majestic Books, Hounslow, Regno Unito
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Condizione: New. Print on Demand. Codice articolo 369772058
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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
ISBN 10: 6202209453
ISBN 13: 9786202209458
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Da: Biblios, Frankfurt am main, HESSE, Germania
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Condizione: New. PRINT ON DEMAND. Codice articolo 18377354703
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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
Editore:
AV Akademikerverlag Jul 2018, 2018
ISBN 10: 6202209453
ISBN 13: 9786202209458
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Written in 2008, this book was focused upon possibilities of calculating long-run VaR figures and the approaches and models that can be implemented to achieve accurate risk-measurements for long time horizons based upon the available models at the time. Initially, the general elements and aspects of the VaR methodology are presented and the standard short-run VaR models are surveyed and analyzed with regard to their applicability or even expandability towards the longer VaR horizons. In this evaluation the simplifications present in these short-run models are highlighted and critically evaluated as to their validity in long-run scenarios. After providing for a fundamental understanding of the basic VaR concepts, standard VaR, and critical issues with regard to long-run VaR, the main part of this book presents an extensive survey of possible approaches and models for calculating long-run VaR for horizons up to and in excess of twelve months. Throughout the analysis various comparative studies evaluating the accuracy of different approaches and their results are presented in an attempt to determine an 'optimal' approach or model for calculating long-run VaR.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 104 pp. Englisch. Codice articolo 9786202209458
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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions : An assessment of methods and means of obtaining valid long-run Value at Risk data
Print on DemandDa: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Written in 2008, this book was focused upon possibilities of calculating long-run VaR figures and the approaches and models that can be implemented to achieve accurate risk-measurements for long time horizons based upon the available models at the time. Initially, the general elements and aspects of the VaR methodology are presented and the standard short-run VaR models are surveyed and analyzed with regard to their applicability or even expandability towards the longer VaR horizons. In this evaluation the simplifications present in these short-run models are highlighted and critically evaluated as to their validity in long-run scenarios. After providing for a fundamental understanding of the basic VaR concepts, standard VaR, and critical issues with regard to long-run VaR, the main part of this book presents an extensive survey of possible approaches and models for calculating long-run VaR for horizons up to and in excess of twelve months. Throughout the analysis various comparative studies evaluating the accuracy of different approaches and their results are presented in an attempt to determine an 'optimal' approach or model for calculating long-run VaR. Codice articolo 9786202209458
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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions | An assessment of methods and means of obtaining valid long-run Value at Risk data
Da: preigu, Osnabrück, Germania
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Taschenbuch. Condizione: Neu. Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions | An assessment of methods and means of obtaining valid long-run Value at Risk data | Erich Stark | Taschenbuch | 104 S. | Englisch | 2018 | AV Akademikerverlag | EAN 9786202209458 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu. Codice articolo 114245463
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