Problems of Value At Risk - A Critical View
Seminar paper from the year 2009 in the subject Business economics - Controlling, grade: 1,5, University of Innsbruck (Institut für Banken und Finanzen), course: Seminar SBWL Risk Management, language: English, abstract: This seminar paper is divided in the following chapters:1. Definition of Value at Risk: What is VaR, several definitions of this figure.2. The three common approaches for calculating Value at Risk: Historical simulation,Monte Carlo simulation, Variance-Covariance model.3. The critical view: Problems and limitations of Value at Risk. Which approach can be meaningfully used and when not? Why is Value at Risk not the only truth…
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Produktdetails
- ISBN: 978-3-640-76149-4
- EAN: 9783640761494
- Produktnummer: 12932102
- Verlag: Grin Verlag
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 14 S.
- Plattform: EPUB
- Masse: 523 KB
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