跳到内容
An investigation into the methodologies of value-at-risk and a simulation process of a portfolio of financial instruments 预览资料
关闭预览资料
正在查...

An investigation into the methodologies of value-at-risk and a simulation process of a portfolio of financial instruments

著者: Gamal Abdel Hussein Ballam
出版商: 2004.
论文: Thesis (M. Sc. (Dept. of Statistics, Faculty of Natural Sciences))--University of the Western Cape, 2004.
版本/格式:   硕士/博士论文 : 硕士论文/博士论文 : 手稿   档案资料 : 英语
数据库:WorldCat
提要:
In recent years, value-at-risk has become a popular measure of market risk. It is widely used by financial institutions and non-financial corporates to control the market risk in a portfolio of financial instruments. The reason for this acquired interest could be traced to the advantages that value-at-risk holds over traditional risk measures. One of the objectives of this research was to provide the reader with  再读一些...
评估:

根据 1 评估等级 1 附有评论

主题
更多类似这样的

 

在图书馆查找

&AllPage.SpinnerRetrieving; 正在查找有这资料的图书馆...

详细书目

材料类型: 硕士论文/博士论文, 手稿
文件类型: 书, 档案资料
所有的著者/提供者: Gamal Abdel Hussein Ballam
OCLC号码: 61460011
描述: xii, 192 leaves : ill. ; 30 cm.
责任: Gamal Abdel Hussein Ballam.

摘要:

In recent years, value-at-risk has become a popular measure of market risk. It is widely used by financial institutions and non-financial corporates to control the market risk in a portfolio of financial instruments. The reason for this acquired interest could be traced to the advantages that value-at-risk holds over traditional risk measures. One of the objectives of this research was to provide the reader with some background on the relationship between value-at-risk and its counterparts while also discussing the advantages and disadvantages with respect to each other. The study also investigated the evolution of value-at-risk through the years.

评论

用户提供的评论

WorldCat用户评论 (1)

An excellent reference.

评论者是 Jalanie77 (公布的WorldCat用户 2012-11-09) 极好 Permalink

Value-at-risk is a relatively new concept. The author has been able to provide readers with an excellent overview of the evolution of VaR over the years and has also explained the relationship as well as advantages and disadvantages of VaR vis a vis other methodologies in a very simple, clear and...
再读一些...  再读一些...

  • 这一评论对你是否有所帮助?
  •   
正在获取GoodReads评论...
正在检索DOGObooks的评论

标签

所有的用户标签 (1)

查看最热门的标签,展示的形式是: 标签列表 | 标签云(tag cloud)

确认申请

你可能已经申请过这份资料。如果还是想申请,请选确认。

链接数据


<http://www.worldcat.org/oclc/61460011>
bgn:inSupportOf"Thesis (M. Sc. (Dept. of Statistics, Faculty of Natural Sciences))--University of the Western Cape, 2004."
library:oclcnum"61460011"
rdf:typebgn:Thesis
rdf:typeschema:Book
rdf:valueUnknown value: mss
rdf:valueUnknown value: deg
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:about
schema:creator
schema:datePublished"2004"
schema:description"In recent years, value-at-risk has become a popular measure of market risk. It is widely used by financial institutions and non-financial corporates to control the market risk in a portfolio of financial instruments. The reason for this acquired interest could be traced to the advantages that value-at-risk holds over traditional risk measures. One of the objectives of this research was to provide the reader with some background on the relationship between value-at-risk and its counterparts while also discussing the advantages and disadvantages with respect to each other. The study also investigated the evolution of value-at-risk through the years."
schema:exampleOfWork<http://worldcat.org/entity/work/id/43985151>
schema:inLanguage"en"
schema:name"An investigation into the methodologies of value-at-risk and a simulation process of a portfolio of financial instruments"
schema:publication
wdrs:describedby

Content-negotiable representations

关闭窗口

请登入WorldCat 

没有张号吗?很容易就可以 建立免费的账号.