Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions: An assessment of methods and means of obtaining valid long-run Value at Risk data - Couverture souple

Stark, Erich

9786202209458: Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions: An assessment of methods and means of obtaining valid long-run Value at Risk data

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ISBN 10 : 6202209453 ISBN 13 : 9786202209458

Editeur : AV Akademikerverlag, 2018

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�diteur: AV Akademikerverlag
Date d'�dition: 2018
Langue: anglais
ISBN 10: 6202209453
ISBN 13: 9786202209458
Reliure: Broch�
Nombre de pages: 104
Coordonn�es du fabricant: non disponible
Personne responsable: non disponible

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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions

Erich Stark

Edit� par AV Akademikerverlag Jul 2018, 2018

ISBN 10 : 6202209453 ISBN 13 : 9786202209458

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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne

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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Written in 2008, this book was focused upon possibilities of calculating long-run VaR figures and the approaches and models that can be implemented to achieve accurate risk-measurements for long time horizons based upon the available models at the time. Initially, the general elements and aspects of the VaR methodology are presented and the standard short-run VaR models are surveyed and analyzed with regard to their applicability or even expandability towards the longer VaR horizons. In this evaluation the simplifications present in these short-run models are highlighted and critically evaluated as to their validity in long-run scenarios. After providing for a fundamental understanding of the basic VaR concepts, standard VaR, and critical issues with regard to long-run VaR, the main part of this book presents an extensive survey of possible approaches and models for calculating long-run VaR for horizons up to and in excess of twelve months. Throughout the analysis various comparative studies evaluating the accuracy of different approaches and their results are presented in an attempt to determine an 'optimal' approach or model for calculating long-run VaR. 104 pp. Englisch. N� de r�f. du vendeur 9786202209458

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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions

Erich Stark

Edit� par AV Akademikerverlag, 2018

ISBN 10 : 6202209453 ISBN 13 : 9786202209458

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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Stark ErichErich Stark is a seasoned finance professional who has been engaged in theoretical and practical aspects of capital markets, corporate finance, and risk management since his university studies. His career covers vast exper. N� de r�f. du vendeur 385934743

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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions

Stark, Erich

ISBN 10 : 6202209453 ISBN 13 : 9786202209458

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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions

Stark, Erich

ISBN 10 : 6202209453 ISBN 13 : 9786202209458

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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions

Stark, Erich

ISBN 10 : 6202209453 ISBN 13 : 9786202209458

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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions

Erich Stark

Edit� par AV Akademikerverlag Jul 2018, 2018

ISBN 10 : 6202209453 ISBN 13 : 9786202209458

Neuf Taschenbuch

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Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne

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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -Written in 2008, this book was focused upon possibilities of calculating long-run VaR figures and the approaches and models that can be implemented to achieve accurate risk-measurements for long time horizons based upon the available models at the time. Initially, the general elements and aspects of the VaR methodology are presented and the standard short-run VaR models are surveyed and analyzed with regard to their applicability or even expandability towards the longer VaR horizons. In this evaluation the simplifications present in these short-run models are highlighted and critically evaluated as to their validity in long-run scenarios. After providing for a fundamental understanding of the basic VaR concepts, standard VaR, and critical issues with regard to long-run VaR, the main part of this book presents an extensive survey of possible approaches and models for calculating long-run VaR for horizons up to and in excess of twelve months. Throughout the analysis various comparative studies evaluating the accuracy of different approaches and their results are presented in an attempt to determine an 'optimal' approach or model for calculating long-run VaR.VDM Verlag, Dudweiler Landstra�e 99, 66123 Saarbr�cken 104 pp. Englisch. N� de r�f. du vendeur 9786202209458

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Long-Run Value at Risk: Approaches, Models, Parameters & Assumptions : An assessment of methods and means of obtaining valid long-run Value at Risk data

Erich Stark

Edit� par AV Akademikerverlag

ISBN 10 : 6202209453 ISBN 13 : 9786202209458

Neuf Taschenbuch

impression � la demande

Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Written in 2008, this book was focused upon possibilities of calculating long-run VaR figures and the approaches and models that can be implemented to achieve accurate risk-measurements for long time horizons based upon the available models at the time. Initially, the general elements and aspects of the VaR methodology are presented and the standard short-run VaR models are surveyed and analyzed with regard to their applicability or even expandability towards the longer VaR horizons. In this evaluation the simplifications present in these short-run models are highlighted and critically evaluated as to their validity in long-run scenarios. After providing for a fundamental understanding of the basic VaR concepts, standard VaR, and critical issues with regard to long-run VaR, the main part of this book presents an extensive survey of possible approaches and models for calculating long-run VaR for horizons up to and in excess of twelve months. Throughout the analysis various comparative studies evaluating the accuracy of different approaches and their results are presented in an attempt to determine an 'optimal' approach or model for calculating long-run VaR. N� de r�f. du vendeur 9786202209458

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