Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions: An assessment of methods and means of obtaining valid long-run Value at Risk data - Tapa blanda
Resultados de la búsqueda para Long-Run Value at Risk: Approaches, Models, Parameters...
Imagen del vendedor
Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
Publicado por
AV Akademikerverlag Jul 2018, 2018
ISBN 10: 6202209453
ISBN 13: 9786202209458
Nuevo
Taschenbuch
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: 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. Nº de ref. del artículo: 9786202209458
Comprar nuevo
EUR 54,90
Gastos de envío:
EUR 23,00
De Alemania a Estados Unidos de America
Cantidad disponible: 2 disponibles
Imagen de archivo
Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
ISBN 10: 6202209453
ISBN 13: 9786202209458
Nuevo
Tapa blanda
Librería: Books Puddle, New York, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. Nº de ref. del artículo: 26377354693
Comprar nuevo
EUR 89,49
Gastos de envío:
EUR 3,43
A Estados Unidos de America
Cantidad disponible: 4 disponibles
Imagen del vendedor
Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
Publicado por
AV Akademikerverlag, 2018
ISBN 10: 6202209453
ISBN 13: 9786202209458
Nuevo
Tapa blanda
Librería: moluna, Greven, Alemania
Calificación del vendedor: 4 de 5 estrellas
Condición: 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. Nº de ref. del artículo: 385934743
Comprar nuevo
EUR 45,45
Gastos de envío:
EUR 48,99
De Alemania a Estados Unidos de America
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
ISBN 10: 6202209453
ISBN 13: 9786202209458
Nuevo
Tapa blanda
Librería: Majestic Books, Hounslow, Reino Unido
Calificación del vendedor: 4 de 5 estrellas
Condición: New. Print on Demand. Nº de ref. del artículo: 369772058
Comprar nuevo
EUR 93,49
Gastos de envío:
EUR 7,35
De Reino Unido a Estados Unidos de America
Cantidad disponible: 4 disponibles
Imagen de archivo
Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
ISBN 10: 6202209453
ISBN 13: 9786202209458
Nuevo
Tapa blanda
Librería: Biblios, Frankfurt am main, HESSE, Alemania
Calificación del vendedor: 4 de 5 estrellas
Condición: New. PRINT ON DEMAND. Nº de ref. del artículo: 18377354703
Comprar nuevo
EUR 93,83
Gastos de envío:
EUR 9,95
De Alemania a Estados Unidos de America
Cantidad disponible: 4 disponibles
Imagen del vendedor
Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions
Publicado por
AV Akademikerverlag Jul 2018, 2018
ISBN 10: 6202209453
ISBN 13: 9786202209458
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. 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. Nº de ref. del artículo: 9786202209458
Comprar nuevo
EUR 54,90
Gastos de envío:
EUR 60,00
De Alemania a Estados Unidos de America
Cantidad disponible: 2 disponibles
Imagen del vendedor
Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions : An assessment of methods and means of obtaining valid long-run Value at Risk data
Impresión bajo demandaLibrería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: 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. Nº de ref. del artículo: 9786202209458
Comprar nuevo
EUR 55,56
Gastos de envío:
EUR 60,87
De Alemania a Estados Unidos de America
Cantidad disponible: 1 disponibles
Imagen del vendedor
Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions | An assessment of methods and means of obtaining valid long-run Value at Risk data
Publicado por
AV Akademikerverlag, 2018
ISBN 10: 6202209453
ISBN 13: 9786202209458
Nuevo
Taschenbuch
Librería: preigu, Osnabrück, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: 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: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu. Nº de ref. del artículo: 114245463
Comprar nuevo
EUR 47,90
Gastos de envío:
EUR 70,00
De Alemania a Estados Unidos de America
Cantidad disponible: 5 disponibles