Empirical Risk Modeling of Financial Time Series using Value at Risk
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| Preise | Juli 15 | Feb. 19 | Aug. 19 |
|---|---|---|---|
| Schnitt | Fr. 36.83 (€ 37.66)¹ | Fr. 34.59 (€ 35.37)¹ | Fr. 32.63 (€ 33.37)¹ |
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1
Empirical Risk Modeling of Financial Time Series using Value at Risk
DE NWISBN: 9783659706752 bzw. 3659706752, in Deutsch, neu.
Lieferung aus: Vereinigtes Königreich Grossbritannien und Nordirland, Lieferzeit: 11 Tage, zzgl. Versandkosten.
The aim of this book is to highlight and illustrate selected quantitative techniques for estimating financial risk. The first module in risk assessment is concerned with the risk measure used, whereas the second module is based on the risk estimation technique. The process of risk assessment involves the Value at Risk, popularly known as VaR with some corresponding risk estimators, Expected Shortfall (ES), the Extreme Value Theory (EVT) and the Generalized Pareto Distribution (GPD). The quality of the risk estimation approach with its corresponding techniques studied shall be tested for with real data. Numerical results and programming code shall be provided for the comparative estimators by the R statistical software.
The aim of this book is to highlight and illustrate selected quantitative techniques for estimating financial risk. The first module in risk assessment is concerned with the risk measure used, whereas the second module is based on the risk estimation technique. The process of risk assessment involves the Value at Risk, popularly known as VaR with some corresponding risk estimators, Expected Shortfall (ES), the Extreme Value Theory (EVT) and the Generalized Pareto Distribution (GPD). The quality of the risk estimation approach with its corresponding techniques studied shall be tested for with real data. Numerical results and programming code shall be provided for the comparative estimators by the R statistical software.
2
Empirical Risk Modeling of Financial Time Series using Value at Risk
DE PB NWISBN: 9783659706752 bzw. 3659706752, in Deutsch, LAP Lambert Academic Publishing, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
Empirical Risk Modeling of Financial Time Series using Value at Risk: The aim of this book is to highlight and illustrate selected quantitative techniques for estimating financial risk. The first module in risk assessment is concerned with the risk measure used, whereas the second module is based on the risk estimation technique. The process of risk assessment involves the Value at Risk, popularly known as VaR with some corresponding risk estimators Expected Shortfall (ES), the Extreme Value Theory (EVT) and the Generalized Pareto Distribution (GPD). The quality of the risk estimation approach with its corresponding techniques studied shall be tested for with real data. Numerical results and programming code shall be provided for the comparative estimators by the R statistical software. Englisch, Taschenbuch.
Empirical Risk Modeling of Financial Time Series using Value at Risk: The aim of this book is to highlight and illustrate selected quantitative techniques for estimating financial risk. The first module in risk assessment is concerned with the risk measure used, whereas the second module is based on the risk estimation technique. The process of risk assessment involves the Value at Risk, popularly known as VaR with some corresponding risk estimators Expected Shortfall (ES), the Extreme Value Theory (EVT) and the Generalized Pareto Distribution (GPD). The quality of the risk estimation approach with its corresponding techniques studied shall be tested for with real data. Numerical results and programming code shall be provided for the comparative estimators by the R statistical software. Englisch, Taschenbuch.
3
Empirical Risk Modeling of Financial Time Series using Value at Risk
DE PB NWISBN: 3659706752 bzw. 9783659706752, in Deutsch, LAP Lambert Academic Publishing, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
4
Empirical Risk Modeling of Financial Time Series using Value at Risk
~EN PB NWISBN: 3659706752 bzw. 9783659706752, vermutlich in Englisch, LAP Lambert Academic Publishing, Taschenbuch, neu.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
Gebr. Empirical Risk Modeling of Financial Time Series using Value at Risk (2015)
DE PB NWISBN: 9783659706752 bzw. 3659706752, in Deutsch, Taschenbuch, neu.
Lieferung aus: Deutschland, 01-3 Tage.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Empirical Risk Modeling of Fin (2015)
DE PB NWISBN: 9783659706752 bzw. 3659706752, in Deutsch, Taschenbuch, neu.
Lieferung aus: Deutschland, Next Day, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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