Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Comparative Analyses Of Expected Shortfall And Value At Risk 2 PDF full book. Access full book title Comparative Analyses Of Expected Shortfall And Value At Risk 2.
| Author | : Toshinao Yoshiba |
| Publisher | : |
| Total Pages | : 42 |
| Release | : 2001 |
| Genre | : Investment analysis |
| ISBN | : |
| Author | : Yasuhiro Yamai |
| Publisher | : |
| Total Pages | : 70 |
| Release | : 2002 |
| Genre | : Risk management |
| ISBN | : |
| Author | : Yasuhiro Yamai |
| Publisher | : |
| Total Pages | : 46 |
| Release | : 2001 |
| Genre | : Investment analysis |
| ISBN | : |
| Author | : Yasuhiro Yamai |
| Publisher | : |
| Total Pages | : 56 |
| Release | : 2001 |
| Genre | : Financial futures |
| ISBN | : |
Expected shortfall is compared with Value-at-Risk (VaR) in three aspects: estimation errors, decomposition into risk factors, and optimization. Advantages and disadvantages of expected shortfall over VaR are shown, and that expected shortfall is easily decomposed (needing a larger size of sample than VaR for the same level of accuracy) and optimized, while VaR is not.
| Author | : Yasuhiro Yamai |
| Publisher | : |
| Total Pages | : 86 |
| Release | : 2002 |
| Genre | : Financial futures |
| ISBN | : |
| Author | : Yasuhiro Yamai |
| Publisher | : |
| Total Pages | : 70 |
| Release | : 2002 |
| Genre | : |
| ISBN | : |
| Author | : Yasuhiro Yamai |
| Publisher | : |
| Total Pages | : 29 |
| Release | : 2001 |
| Genre | : |
| ISBN | : |
| Author | : PAUL. NEWSON |
| Publisher | : |
| Total Pages | : 255 |
| Release | : 2017 |
| Genre | : Banks and banking |
| ISBN | : 9781782723257 |
| Author | : Pavel Cizek |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 509 |
| Release | : 2005-12-06 |
| Genre | : Business & Economics |
| ISBN | : 3540273956 |
Written in an accessible and engaging style, this self-instructional book makes a good use of extensive examples and full explanations. The electronic edition, allowing the reader to run, modify, and enhance all quantlets on the spot, can be downloaded at no cost via the attached license registration card.
| Author | : Kevin Dowd |
| Publisher | : John Wiley & Sons |
| Total Pages | : 410 |
| Release | : 2007-01-11 |
| Genre | : Business & Economics |
| ISBN | : 0470016515 |
Fully revised and restructured, Measuring Market Risk, Second Edition includes a new chapter on options risk management, as well as substantial new information on parametric risk, non-parametric measurements and liquidity risks, more practical information to help with specific calculations, and new examples including Q&A’s and case studies.
