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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