Value at Risk (VaR), Intro
Intro to Value at Risk (VaR)
Financial risk forecasting
Ugif 04 2011 france ug04042011-jroy_ts
Market Risk System Bnp Paribas
Consequences of Basel II for the individual SME company H.A. Rijken Vrije Universiteit, Amsterdam International Conference Small business banking and financing:
A News-Based Approach for Computing Historical Value-at-Risk International Symposium on Management Intelligent Systems 2012 (IS-MiS 2012) Frederik Hogenboom.
Value at Risk. “What loss level is such that we are X % confident it will not be exceeded in N business days?” Value at Risk is an attempt to provide.
Chapter 20. Value-at-Risk ( VaR )
© Paul Koch 1-1 Chapter 20. Value-at-Risk (VaR) I. Motivation: A. Option sensitivities like delta, gamma, vega,..., describe different aspects of risk.
Chapter 6
