stark erich (19 risultati)

Softcover. Condizione: Gut. 22. Auflage. Softcoverband mit geringen Gebrauchsspuren.

51 S. OLn. Titelblatt verso mit Bibliotheksstempel, sonst sehr gutes Exemplar.

Okart. 59 S. : 1 Kt. in Rückenschlaufe ; Tadelloses Exemplar, neuwertig. Sprache: Deutsch Gewicht in Gramm: 125.

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.

2. Auflage mit ERGÄNZUNGSTEIL (51 S.). 22 cm. 127, 51 Seiten. 119 Illustr. (z.T. farb.) u. graph. Darst. Leinen, Einband geringfügig fleckig, Titelblatt m. Ziffer u. Adressstempel, sonst gutes Exemplar. Bei Bestellungen auf Rechnung bleibt Vorkasse vorbehalten. SHIPPING ONLY TO DELIVERY ADDRESSES IN GERMANY! VERSAND NUR AN LIEFERADRESSEN IN DEUTSCHLAND!

Condizione: New.

Hardcover. Condizione: Guter Zustand. Condizione sovraccoperta: Kein Schutzumschlag. 127 Seiten mit 36 Fotos und 17 Handzeichnungen des Verfassers; Buch und oberer Schnitt leicht angestaubt - sonst gutes Exemplar;

Condizione: New. In.

Condizione: New. 1992. Paperback. . . . . .

Condizione: New. 1992. Paperback. . . . . . Books ship from the US and Ireland.

Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 318 | Sprache: Deutsch | Produktart: Bücher | Keine Beschreibung verfügbar.

Condizione: Gut. Zustand: Gut | Seiten: 300 | Sprache: Deutsch | Produktart: Bücher | Keine Beschreibung verfügbar.

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.

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.

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.

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.

Condizione: New. Print on Demand.

Condizione: New. PRINT ON DEMAND.