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: 978-3-640-76161-6
- EAN: 9783640761616
- Produktnummer: 10599896
- Verlag: GRIN Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2010
- Seitenangabe: 20 S.
- Masse: H21.0 cm x B14.8 cm x D0.1 cm 44 g
- Auflage: 1. Auflage.
- Gewicht: 44
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