Value at Risk calculations

The potential loss in value of a risky asset or portfolio over a defined period for a given confidence interval. Historical and Monte Carlo Simulation. Value at Risk as a risk assessment tool at banks and other financial service firms in the last decade.

Рубрика Экономико-математическое моделирование
Вид эссе
Язык английский
Дата добавления 25.02.2014
Размер файла 44,4 K

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