Bookcover of Measuring Financial Risk Modelling
Booktitle:

Measuring Financial Risk Modelling

Wth Crystal ball + Excel and Pc Give

LAP LAMBERT Academic Publishing (2013-07-25 )

Books loader

Omni badge eligible for voucher
ISBN-13:

978-3-659-43358-0

ISBN-10:
3659433586
EAN:
9783659433580
Book language:
English
Blurb/Shorttext:
Risk is always an important factor of our daily life activities. We encounter different kinds of risk factors every day. Most of our decisions are usually made in the state of uncertainty or risk. The concept of risk is particularly important in finance. In finance, risk can be defined as the degree of uncertainty about future net return. In different financial institutions people are interested in how to measure risk. This book is mainly divided into two parts. The first part conducts analysis about how to opt for an appropriate approach to measuring financial risk, outlining different types of risk and measurement techniques for computing risk. The main computational technique which i use is the Value at Risk or in short VaR. VaR has become the standard measurement technique that financial analysts use to quantify risk. This technique is a benchmark for the exposure of financial risk. In contrast i also use an alternative risk measure tool called conditional value at risk or in short CVaR. In the second part i have evaluated the performance of different non linear models to forecast stock markets volatility using daily data.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Yousaf Ali Khan
Number of pages:
116
Published on:
2013-07-25
Stock:
Available
Category:
Management
Price:
54.90 €
Keywords:
Value at Risk, ARCH and GARCH Family models, Stock Exchange., Portfolio Theory, Conditional Value at Risk

Books loader

Newsletter

Adyen::diners Adyen::jcb Adyen::discover Adyen::amex Adyen::mc Adyen::visa Adyen::cup Adyen::alipay Adyen::unionpay Adyen::paypal Paypal CryptoWallet Wire Transfer

  0 products in the shopping cart
Edit cart
Loading frontend
LOADING