Semiparametric Estimation of Value-at-risk

Author	: Jianqing Fan
Publisher	:
Total Pages	: 64
Release	: 2003
ISBN-10	: UCAL:B4899967
ISBN-13	:
Rating	: 4/5 (67 Downloads)

DOWNLOAD EBOOK

Book Synopsis Semiparametric Estimation of Value-at-risk by : Jianqing Fan

Download or read book Semiparametric Estimation of Value-at-risk written by Jianqing Fan and published by . This book was released on 2003 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Semiparametric Estimation of Value-at-risk Related Books

Language: en
Pages: 64

Semiparametric Estimation of Value-at-risk

Authors: Jianqing Fan

Categories: Parameter estimation

Type: BOOK - Published: 2003 - Publisher:

DOWNLOAD EBOOK

Language: en
Pages: 324

Measuring Market Risk with Value at Risk

Authors: Pietro Penza

Categories: Business & Economics

Type: BOOK - Published: 2001 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

"This book, Measuring Market Risk with Value at Risk by Vipul Bansal and Pietro Penza, has three advantages over earlier works on the subject. First, it takes a

Language: en
Pages: 0

Econometric Modeling of Value-at-risk

Authors: Timotheos Angelidis

Categories: Risk management

Type: BOOK - Published: 2009 - Publisher:

DOWNLOAD EBOOK

Recently risk management has become a standard prerequisite for all financial institutions. Value-at-Risk is the main tool of reporting to the bank regulators t

Language: en
Pages: 233

The Fundamental Rules of Risk Management

Authors: Nigel Lewis

Categories: Business & Economics

Type: BOOK - Published: 2012-05-29 - Publisher: CRC Press

DOWNLOAD EBOOK

The consequences of taking on risk can be ruinous to personal finances, professional careers, corporate survivability, and even nation states. Yet many risk man

Language: en
Pages: 264

Mastering Value at Risk

Authors: Cormac Butler

Categories: Business & Economics

Type: BOOK - Published: 1999 - Publisher: Financial Times/Prentice Hall

DOWNLOAD EBOOK

Value at Risk (VAR) is rapidly emerging as the dominant methodology for estimating precisely how much money is at risk each day in the financial markets. This b