Problems of Value At Risk - A Critical View

Language: English

Published by GRIN Verlag, GRIN Verlag Nov 2010, 2010

3640761618 / 9783640761616

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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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.

Seller Inventory # 9783640761616

Title
Problems of Value At Risk - A Critical View
Author
Alexander Melichar
Publisher
GRIN Verlag, GRIN Verlag Nov 2010
Publication year
2010
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3640761618
ISBN 13
9783640761616
Item weight
45 grams
Dimensions
210x148x2 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

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BuchWeltWeit Ludwig Meier e.K.

Germany