Value at Risk

Language: English

Published by LAP LAMBERT Academic Publishing Feb 2016, 2016

3659853372 / 9783659853371

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This item is printed on demand - Print on Demand Titel. Neuware -The VaR is trying to find the answer of the most frequent question that every investor who has invested or considering to invest in risky asset ask: which is the most I can lose in this investment According to the Basel Accord II banks are expected to use internal models for estimating their market risk and so the capital required to keep depends on VaR of their portfolio. This makes VaR the most important part of risk management techniques. Despite of its popularity and importance of VaR it has some weakness point such as Value at Risk do not give an accurate results when the returns are not Gaussian. The need to continuously innovate and improve the estimation of VaR has resulted in the use of Extreme Value Theory in risk analysis. Extreme Value Theory provides the necessary tools to analyze extreme movements when they are not Gaussian distributed.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 96 pp. Englisch.

Seller Inventory # 9783659853371

Title
Value at Risk
Author
Erisa Lamaj
Publisher
LAP LAMBERT Academic Publishing Feb 2016
Publication year
2016
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659853372
ISBN 13
9783659853371
Item weight
161 grams
Dimensions
220x150x6 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

5-star seller

AbeBooks seller since January 23, 2017

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Item60 to 60 business days60 to 60 business days
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Impressum Thorsten Retsch Buchversand Mimpf2000 Oberölschnitz 16 95517 Emtmannsberg Deutschland Telefon: 09209-2023188 Email: mimpf2000@online.de USt-ID-Nr.: DE 235096871 Wir führen gebrauchte Bücher aus allen Sparten der Literatur

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