Value at Risk calculations
Measurement of potential losses in the value of the asset VaR. Approaches that are used to compute Value at Risk: the variance-covariance approach, the historical and the Monte Carlo simulations. Risk assessment value at risk as a qualitative tool.
| Рубрика | Экономико-математическое моделирование |
| Вид | эссе |
| Язык | английский |
| Дата добавления | 29.05.2014 |
| Размер файла | 25,0 K |
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