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The top documents tagged [var calculations]
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var calculations
Value at Risk (VaR), Intro
169 views
Intro to Value at Risk (VaR)
123 views
Financial risk forecasting
2.323 views
Ugif 04 2011 france ug04042011-jroy_ts
226 views
Consequences of Basel II for the individual SME company H.A. Rijken Vrije Universiteit, Amsterdam International Conference Small business banking and financing:
213 views
A News-Based Approach for Computing Historical Value-at-Risk International Symposium on Management Intelligent Systems 2012 (IS-MiS 2012) Frederik Hogenboom.
214 views
Chapter 20. Value-at-Risk ( VaR )
42 views
© Paul Koch 1-1 Chapter 20. Value-at-Risk (VaR) I. Motivation: A. Option sensitivities like delta, gamma, vega,..., describe different aspects of risk.
212 views
Chapter 6
42 views
Chapter 6
37 views
Market Risk System Bnp Paribas
3.947 views
Value at Risk. “What loss level is such that we are X % confident it will not be exceeded in N business days?” Value at Risk is an attempt to provide.
219 views