eBooks
The VAR Implementation Handbook: Computational Aspects of Value at Risk
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Efficient VAR: Using Past Forecast Performance to Generate Improved VaR Forecasts
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Explaining Cross-Sectional Differences in Credit Default Swap Spreads: An Alternative Approach Using Value at Risk
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: How Investors Face Financial Risk Loss Aversion and Wealth Allocation with Two-Dimensional Individual Utility: A VaR Application
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Model Risk in VaR Calculations
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Modeling Portfolio Risks with Time-Dependent Default Rates in Venture Capital
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Option Pricing with Constant and Time-Varying Volatility
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Plausible Operational Value-at-Risk Calculations for Management Decision Making
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Risk Aggregation and Computation of Total Economic Capital
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Risk Evaluation of Sectors Traded at ISE with VaR Analysis
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Risk Measures and Their Applications in Asset Management
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Risk-Managing the Uncertainty in VaR Model Parameters
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Some Advanced Approaches to VaR Calculation and Measurement
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Structural Credit Modeling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Value at Risk for High-Dimensional Portfolios: A Dynamic Grouped t-Copula Approach
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Value at Risk Under Heterogeneous Investment Horizons and Spatial Relations
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Value-At-Risk Based Stop-Loss Trading
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VAR Implementation Handbook: Value-at-Risk Performance Criterion: A Performance Measure for Evaluating Value-at-Risk Models
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
The following is a chapter from The VaR Implementation Handbook, which examines the latest strategies for measuring, managing, and modeling risk across a variety of applications. Packed with the insights, methods, and models that make experienced professionals competitive all over the world, this (...)
The VaR Modeling Handbook : Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management
pdf
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
Value-at-Risk (VaR) is a powerful toolfor assessing market risk in real time a critical insight when making trading andhedging decisions. The VaR Modeling Handbookis the most complete, up-to-date reference onthe subject for today s savvy investors, traders,portfolio managers, and other asset and (...)
The Vault of Sages
epub
Adobe Drm
Impresión no pemitida
Copiar/Pegar no permitido
Nº de dispositivos permitidos ilimitado
Wizards, spellblades and other adepts spend their days at the Arcane Academy, also known as the Azure Towers. In this school of higher arcane learning, the student Jhona Kroenen stands out as an intellectual savant. Unwttingly set on a path to find the Vault of Sages, he is soon surrounded by (...)