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Synopsis
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.
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Empirical Risk Modeling of Financial Time Series using Value at Risk
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LAP Lambert Academic Publishing 2015-05, 2015
ISBN 10: 3659706752
ISBN 13: 9783659706752
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Empirical Risk Modeling of Financial Time Series using Value at Risk
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Empirical Risk Modeling of Financial Time Series using Value at Risk
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LAP LAMBERT Academic Publishing, 2015
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Empirical Risk Modeling of Financial Time Series using Value at Risk
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ISBN 10: 3659706752
ISBN 13: 9783659706752
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Empirical Risk Modeling of Financial Time Series using Value at Risk
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ISBN 10: 3659706752
ISBN 13: 9783659706752
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Empirical Risk Modeling of Financial Time Series using Value at Risk
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LAP LAMBERT Academic Publishing Mai 2015, 2015
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 52 pp. Englisch. Seller Inventory # 9783659706752
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Empirical Risk Modeling of Financial Time Series using Value at Risk
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LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659706752
ISBN 13: 9783659706752
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Seller: AHA-BUCH GmbH, Einbeck, Germany
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Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Seller Inventory # 9783659706752
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Empirical Risk Modeling of Financial Time Series using Value at Risk
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LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659706752
ISBN 13: 9783659706752
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Nyamekye KofiKofi Nyamekye, is a lecturer at the University of Professional studies, Accra. He schooled in Sweden (MSc Financial Engineering).Kofi has worked with the Nordic African Institute, where he worked as a research assistant,. Seller Inventory # 148066153
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Empirical Risk Modeling of Financial Time Series using Value at Risk
Published by
LAP LAMBERT Academic Publishing Mai 2015, 2015
ISBN 10: 3659706752
ISBN 13: 9783659706752
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Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
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Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 52 pp. Englisch. Seller Inventory # 9783659706752
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Empirical Risk Modeling of Financial Time Series using Value at Risk
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ISBN 10: 3659706752
ISBN 13: 9783659706752
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Taschenbuch. Condition: Neu. Empirical Risk Modeling of Financial Time Series using Value at Risk | Kofi Nyamekye (u. a.) | Taschenbuch | 52 S. | Englisch | 2015 | LAP LAMBERT Academic Publishing | EAN 9783659706752 | Verantwortliche Person für die EU: OmniScriptum GmbH & Co. KG, Bahnhofstr. 28, 66111 Saarbrücken, info[at]akademikerverlag[dot]de | Anbieter: preigu. Seller Inventory # 104641474