跳至内容
An investigation into the methodologies of value-at-risk and a simulation process of a portfolio of financial instruments 線上預覽
關閉線上預覽
正在查...

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

作者: Gamal Abdel Hussein Ballam
出版商: 2004.
論文: M. Sc. (Dept. of Statistics, Faculty of Natural Sciences) University of the Western Cape 2004
版本/格式:   碩士/博士論文 : 碩士論文/博士論文 : 手稿   文檔資料 : 英語
資料庫: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  再讀一些...
評定級別:

依據 1 評分 1 附有評論

主題
更多類似這樣的

 

在圖書館查詢

&AllPage.SpinnerRetrieving; 正在查詢有此資料的圖書館...

詳細書目

資料類型: 碩士論文/博士論文, 手稿
文件類型: 圖書, 文檔資料
所有的作者/貢獻者: Gamal Abdel Hussein Ballam
OCLC系統控制編碼: 61460011
描述: xii, 192 leaves : illustrations ; 30 cm
責任: 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.

評論

讀者提供的評論

WorldCat讀者評論 (1)

An excellent reference.

評論者是 Jalanie77 (WorldCat讀者所發佈的 2012-11-09) 極好 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...
再讀一些...  再讀一些...

  • 此評論對你是否有所裨益?
  •   
正在擷取GoodReads評論...
正在擷取DOGObooks的評論

標籤

所有的讀者標籤 (1)

檢視最熱門的標籤,呈現的形式是: 標籤我的最愛清單 | 標籤雲(tag cloud)

確認申請

你可能已經申請過這份資料。若還是想申請,請選確認。

連結資料


Primary Entity

<http://www.worldcat.org/oclc/61460011> # An investigation into the methodologies of value-at-risk and a simulation process of a portfolio of financial instruments
    a schema:CreativeWork, bgn:Thesis, schema:IndividualProduct, pto:Manuscript, schema:Book ;
   bgn:inSupportOf "" ;
   library:oclcnum "61460011" ;
   schema:about <http://experiment.worldcat.org/entity/work/data/43985151#Topic/risk_management_south_africa> ; # Risk management--South Africa
   schema:about <http://experiment.worldcat.org/entity/work/data/43985151#Thing/uctd> ; # UCTD
   schema:about <http://id.worldcat.org/fast/1098164> ; # Risk management
   schema:about <http://experiment.worldcat.org/entity/work/data/43985151#Thing/south_african_theses_and_dissertations> ; # South African Theses and Dissertations
   schema:about <http://id.worldcat.org/fast/1204616> ; # South Africa.
   schema:about <http://id.worldcat.org/fast/924676> ; # Financial institutions--Management
   schema:about <http://experiment.worldcat.org/entity/work/data/43985151#Topic/financial_institutions_south_africa_management> ; # Financial institutions--South Africa--Management
   schema:about <http://dewey.info/class/332.1/e22/> ;
   schema:creator <http://experiment.worldcat.org/entity/work/data/43985151#Person/ballam_gamal_abdel_hussein> ; # Gamal Abdel Hussein Ballam
   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."@en ;
   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"@en ;
   schema:productID "61460011" ;
   schema:publication <http://www.worldcat.org/title/-/oclc/61460011#PublicationEvent/2004> ;
   wdrs:describedby <http://www.worldcat.org/title/-/oclc/61460011> ;
    .


Related Entities

<http://experiment.worldcat.org/entity/work/data/43985151#Person/ballam_gamal_abdel_hussein> # Gamal Abdel Hussein Ballam
    a schema:Person ;
   schema:familyName "Ballam" ;
   schema:givenName "Gamal Abdel Hussein" ;
   schema:name "Gamal Abdel Hussein Ballam" ;
    .

<http://experiment.worldcat.org/entity/work/data/43985151#Thing/south_african_theses_and_dissertations> # South African Theses and Dissertations
    a schema:Thing ;
   schema:name "South African Theses and Dissertations" ;
    .

<http://experiment.worldcat.org/entity/work/data/43985151#Topic/financial_institutions_south_africa_management> # Financial institutions--South Africa--Management
    a schema:Intangible ;
   schema:hasPart <http://id.loc.gov/authorities/subjects/sh85048306> ;
   schema:name "Financial institutions--South Africa--Management"@en ;
    .

<http://id.worldcat.org/fast/1098164> # Risk management
    a schema:Intangible ;
   schema:name "Risk management"@en ;
    .

<http://id.worldcat.org/fast/1204616> # South Africa.
    a schema:Place ;
   schema:name "South Africa." ;
    .

<http://id.worldcat.org/fast/924676> # Financial institutions--Management
    a schema:Intangible ;
   schema:name "Financial institutions--Management"@en ;
    .

<http://www.worldcat.org/title/-/oclc/61460011>
    a genont:InformationResource, genont:ContentTypeGenericResource ;
   schema:about <http://www.worldcat.org/oclc/61460011> ; # An investigation into the methodologies of value-at-risk and a simulation process of a portfolio of financial instruments
   schema:dateModified "2016-05-12" ;
   void:inDataset <http://purl.oclc.org/dataset/WorldCat> ;
    .


Content-negotiable representations

關閉視窗

請登入WorldCat 

没有帳號嗎?你可很容易的 建立免費的帳號.