www.bookin.org.ru Книги Интернет магазин +79015461416

    есть на складе           
Салаты сборник рецептов

 Alternative Approach to Quantitative Risk Analysis. Application of Extreme Value Theory based measurement of Value at Risk and its comparison to conventional risk measures
Наименование:

Alternative Approach to Quantitative Risk Analysis. Application of Extreme Value Theory based measurement of Value at Risk and its comparison to conventional risk measures

автор Shuhrat M. издательство Книга по Требованию Книги
Cтраниц 116        мягкая обложка       
Аннотация:Hence, the biggest challenge in VaR modeling is actually the extreme returns specification. Conventional methods tend to underestimate the risks, since prediction of tail behavior is the primary goal of any VaR model. VaR is the response to the lessons of disasters, which caused Lehman Brothers to file bankruptcy in 2008. It is a forward-looking risk measurement, which is widely used to quantify and control market risks. The EVT is free from many of the flaws of conventional approaches, since it focuses on extreme values, rather than mean values. The Extreme Value Theory (EVT) has appeared in the academic literature as an alternative to the conventional measures for VaR. The purpose of the paper is to provide an analysis of the theoretical foundations of the EVT compared to the conventional models as well as its practical implications on VaR. Among various proposed risk measures the Value at Risk (VaR) is probably the most essential part of the modern Risk Management architecture. The role of Risk Management has grown dramatically after recent financial crisis, triggered by a liquidity shortfall in the United States banking system.
Автор: Shuhrat M.
Издательство: Книга по Требованию
Год:2010
Цена:
1893 руб
Нет в наличии
Поиск: Alternative Approach to Quantitative Risk Analysis. Application of Extreme Value Theory based measurement of Value at Risk and its comparison to conventional risk measures



Семь чудес и два фокуса на Дельфи

А теперь остановитесь и скажите, какой результат вы ожидаете увидеть. Я надеюсь вы не сказали "1", ведь иначе это не было бы чудо. Те, у кого хорошо развита интуиция, могут сказать "0", и это будет еще дальше от правильного ответа. И только те, кто часто играет в Спортлото или, на худой конец, внимательно читает документацию, ответит "2" и это будет правильно. Не верите? - жмите F9. Читаем Help по функции Rou d: Rou d re ur s a I 64 value ha is he value of X rou ded o he eares whole umber. If X is exac ly halfway be wee wo whole umbers, he resul is always he eve umber. Вот такое оно, "Круглое чудо". Надеюсь, теперь вы поняли, о чем мы будем говорить сегодня. В этой статье нет сложных, замысловатых примеров. Код - предельно упрощен что бы выделить саму суть проблемы. А наше с вами дело - разобраться в ней и, если можно, исправить ситуацию. Как, например, в следующем случае. Чудо Второе (Absolu e Miracle). Положите на главную форму созданного ранее проекта новую кнопку и напишите в его обработчике события O Click такой код: procedure frmAllMiracles.b AbsMrclClick (Se der: Objec ); var i1: i 64; begi i1:= abs(low(i eger)); ShowMessage(I oS r(i1)); e d; Figure 2.
Стерилизатор "Care" для микроволновой печи (на 3 бутылочки).
Стерилизатор Care предназначен для стерилизации детских бутылочек. С помощью данного устройства можно эффективно простерилизовать
1045 руб
Раздел: Стерилизаторы, сушилки
Подставка для ножей овальная, 16x6,5x22 см.
Размеры: 16х6,5х22 см. Материал корпуса: пластик. Внутренняя часть: полипропиленовое волокно. Цвет: бежевый. Предназначена для безопасного
822 руб
Раздел: Подставки для ножей
Форма силиконовая для выпечки "Пряничный домик" (арт. TK 0231).
Вы в восторге от европейских рождественских ярмарок? Хотите, чтобы и в Вашем доме почаще царила атмосфера волшебства? С помощью
503 руб
Раздел: Формы и формочки для выпечки
RISK ANALYSIS OF COAL MINERS INJURIES. AN EPIDEMIOLOGICAL APPROACHRISK ANALYSIS OF COAL MINERS INJURIES. AN EPIDEMIOLOGICAL APPROACH
To further improve the safety standards in coal mines, application of risk analysis tools is necessary to identify and quantify potential hazards and to suggest effective solutions. Ashis B. Книга по Требованию  
1893 руб
Fire Safety in Today's and Tomorrow's Vehicles. A Predictive Quantitative Risk Assessment MethodFire Safety in Today's and Tomorrow's Vehicles. A Predictive Quantitative Risk Assessment Method
A statistics based predictive quantitative risk assessment framework and estimated uncertainty analysis is presented to predict risk of EFV fleets. Kevin L. Книга по Требованию  
2007 руб
Socio-Technical Risk AnalysisSocio-Technical Risk Analysis
A safety framework, called SoTeRiA, is developed as a unique theoretical foundation for integration of both social (safety culture and safety climate) and structural (safety practice) aspects with the technical system PRA Zahra M. Книга по Требованию  
2783 руб
RISK ANALYSIS AND WATER MARKET ACTIVITY. The influence of heterogeneous risk preferences on water market activity: an application to the Paloma System of the Limari Water Basin, ChileRISK ANALYSIS AND WATER MARKET ACTIVITY. The influence of heterogeneous risk preferences on water market activity: an application to the Paloma System of the
Investment decisions on water rights are modeled under output risk and uncertainty generated by future water availability and price. Oscar C. Книга по Требованию  
2415 руб
Introductory Notes On Quantitative Chemical AnalysisIntroductory Notes On Quantitative Chemical Analysis
Foulk C.W. Книга по Требованию  
1143 руб
Agricultural qualitative and quantitative chemical analysisAgricultural qualitative and quantitative chemical analysis
Caldwell G.C. Книга по Требованию  
1144 руб
A system of instruction in quantitative chemical analysisA system of instruction in quantitative chemical analysis
Johnson S.W. Книга по Требованию  
1159 руб
Quantitative Data Analysis with SPSS 14, 15 & 16: A Guide for Social ScientistsQuantitative Data Analysis with SPSS 14, 15 & 16: A Guide for Social Scientists
This edition has been completely updated to accommodate the needs of users of SPSS Releases 14, 15 and 16, whilst still being applicable to those using SPSS Releases 10-13. Bryman A. Routledge  
3868 руб
A Hybrid Reengineering Approach for Product Development Process. Process Modeling, PD Process Features, Qualitative/Quantitative Analysis, Reengineering RulesA Hybrid Reengineering Approach for Product Development Process. Process Modeling, PD Process Features, Qualitative/Quantitative Analysis, Reengineering
Therefore, it is an important issue for managers to shorten the lead time of the product development (PD) process. Книга по Требованию  
3233 руб
Population Density Approach to Neural Network Modeling. Dimension Reduction Analysis, Techniques, and Firing Rate DynamicsPopulation Density Approach to Neural Network Modeling. Dimension Reduction Analysis, Techniques, and Firing Rate
Thus, dimension reduction techniques are vital for physiological modeling. Cheng L. Книга по Требованию  
2384 руб
Project Risk Assessment. Fuzzy Logic Approach to Project Risk AssessmentProject Risk Assessment. Fuzzy Logic Approach to Project Risk Assessment
Therefore, to achieve project success, each of these factors must be understood and properly estimated. Wayne J. Книга по Требованию  
2402 руб
A state-based approach to prototyping use case specifications. Validating specifications via automated analysis of dependenciesA state-based approach to prototyping use case specifications. Validating specifications via automated analysis of
The research described herein provides an enhanced structure of the use case specification where dependencies and interaction issues can be delineated as a means to validating the specification. John M.K. Книга по Требованию  
2768 руб
An Independent Component Analysis Based Approach Efficient Interference Suppression for Diversity Wireless Receivers.An Independent Component Analysis Based Approach Efficient Interference Suppression for Diversity Wireless Receivers.
The area of wireless transceiver design is becoming increasingly important due to the rapid growth of wireless communications market as well as diversified design specifications. Tianyu Y. Книга по Требованию  
1996 руб
A Risk Management Approach Using Capital Markets Commercial Real Estate Price Risk.A Risk Management Approach Using Capital Markets Commercial Real Estate Price Risk.
In contrast to other major asset classes, the market for commercial real estate derivatives is still in a nascent stage. Raphael A. W. Книга по Требованию  
2402 руб
COSO Enterprise Risk Management Framework in Light of Relevant Regulations and Other Sources of Influence on Design of Enterprise Risk Management COSO Enterprise Risk Management Framework - An Analysis.COSO Enterprise Risk Management Framework in Light of Relevant Regulations and Other Sources of Influence on Design of Enterprise Risk Management COSO
In the light of this developments and because of spectacular business breakdowns which have occured in the last years legislative and other executive bodies were forced to issue corresponding regulations in respect of enterprise risk Guenther L. Книга по Требованию  
3986 руб
Development and Evaluation of Quantitative Tools Monetary Policy Analysis in a Small Open Economy.Development and Evaluation of Quantitative Tools Monetary Policy Analysis in a Small Open Economy.
These tools consist of alternative macroeconometric models of small open economies which either provide a quantitative description of the monetary transmission mechanism, or yield a mutually consistent set of indicators of inflationary pressure, or Книга по Требованию  
2783 руб
QUANTITATIVE APPROACHES TO DECISION MAKING DECISION SCIENCE.QUANTITATIVE APPROACHES TO DECISION MAKING DECISION SCIENCE.
Decision Science (also called Management Science or Operation Research) is an approach to decision making which utilizes extensively quantitative analysis. Kirkland A. Книга по Требованию  
2415 руб
A Weighted Approach on Elliptic Equations with Singularities. A-priori Analysis and Numerical MethodsA Weighted Approach on Elliptic Equations with Singularities. A-priori Analysis and Numerical Methods
Graduate students and researchers will find it a very useful introductory reference. Hengguang L. Книга по Требованию  
2415 руб
Multispectral Co-occurrence Analysis for Medical Image Processing. A New Multispectral Approach for Co-occurrence AnalysisMultispectral Co-occurrence Analysis for Medical Image Processing. A New Multispectral Approach for Co-occurrence
The co-occurrence analysis defines 21 different statistical features, a subset of which were input to a neural network classifier where the assessments of the voxelwise majority of a group of radiologist readings were used as the gold Mehmet K. Книга по Требованию  
2415 руб
3-D Morphometry and Registration. Quantitative Analysis and Clinical Assessment in Diagnostic and Interventional Radiology3-D Morphometry and Registration. Quantitative Analysis and Clinical Assessment in Diagnostic and Interventional
The first is a tool for performing comparative morphological analysis of ventricles from MR brain scans of patients with Bipolar Disorder or Asperger' s Syndrome. Ventricles characterization using low frequency elliptic Fourier descriptors Gabriela N. Книга по Требованию  
2007 руб
Research Notes in Prudential Regulation. Incentive-Based Approach against Excessive Risk-TakingResearch Notes in Prudential Regulation. Incentive-Based Approach against Excessive Risk-Taking
This environment has triggered renewed academic interest in the structure and conduct of banking regulation. Bance P. Книга по Требованию  
2007 руб
Occupational injury, disease and stress in Australian veterinarians. Qualitative and quantitative analysis of occupational injury, disease and stress in the veterinary professionOccupational injury, disease and stress in Australian veterinarians. Qualitative and quantitative analysis of occupational injury, disease and stress in the
Forty-five veterinarians were interviewed to determine their rates of occupational injury, zoonotic disease and stress. Helen F. Книга по Требованию  
3233 руб
Design Space Exploration for Distributed Real-Time. A Software Product Line Engineering Approach for Design and Analysis of Component-Based Distributed Real-Time and Embedded SystemsDesign Space Exploration for Distributed Real-Time. A Software Product Line Engineering Approach for Design and Analysis of Component-Based Distributed
To answer such challenges, this book introduces an SPL approach for DRE systems. Shih-Hsi L. Книга по Требованию  
3233 руб
Selected Topics in Operations Research. "Quantitative Approaches to Decision Making"Selected Topics in Operations Research. "Quantitative Approaches to Decision Making"
The text encompasses five topics, namely, Management Science Approaches to Problems Solving, Linear Programming, Transportation and Assignment Problems, Inventory Control, Queuing Theory and Network Analysis. Bahati I. Книга по Требованию  
2783 руб
QUANTITATIVE APPROACHES FOR EVALUATING SOFTWARE ARCHITECTURES. FRAMEWORKS AND MODELSQUANTITATIVE APPROACHES FOR EVALUATING SOFTWARE ARCHITECTURES. FRAMEWORKS AND MODELS
Software architects are constantly challenged by the conflicting requirements of stakeholders. G. Z. Книга по Требованию  
2415 руб
Analysis of Interval-Censored or Aggregated Point Process Data. A Local Likelihood ApproachAnalysis of Interval-Censored or Aggregated Point Process Data. A Local Likelihood Approach
We present the formulation of local EM algorithms to estimate density, intensity and risk and their implementations using piecewise constant functions. Chun-Po S.F. Книга по Требованию  
2007 руб
Rapid, Low Cost Modeling and Simulation. Integrating Bayesian and Neural Networks as an Alternative to an Equation-Based ApproachRapid, Low Cost Modeling and Simulation. Integrating Bayesian and Neural Networks as an Alternative to an Equation-Based
Current practice is to use an equation-based approach. David B. Книга по Требованию  
3233 руб
Information Retrieval based on Sentiment Analysis. Blogvox2: Modular Domain Independent ApproachInformation Retrieval based on Sentiment Analysis. Blogvox2: Modular Domain Independent Approach
Hence a good sentiment detection tools, for blogs and other social media can be a useful tool for today’s society. Sandeep B. Книга по Требованию  
2007 руб
The Economics of Energy from Animal Manure. A Detailed Cost Analysis of Alternate Transportation Methods and Processes for Extracting Energy from Livestock Manure at a Full Commercial ScaleThe Economics of Energy from Animal Manure. A Detailed Cost Analysis of Alternate Transportation Methods and Processes for Extracting Energy from Livestock
There is no net emission of greenhouse gases (GHG) due to organic matter decomposition and plant respiration other than from one time clearing. Книга по Требованию  
2415 руб
Satisfiability Checking with Difference Constraints. A Quantitative ApproachSatisfiability Checking with Difference Constraints. A Quantitative Approach
In particular,we present y can incremental and model-based inter preter for the theory of difference constraints in the context of a generic Boolean satisfiability checking procedure capable of incorporating interpreters for arbitrary Brian O. Книга по Требованию  
2007 руб
The Kurdish Question in Turkey in the third millennium. Analysis of the Justice and Development Party The Kurdish Question in Turkey in the third millennium. Analysis of the Justice and Development Party (AKP)'s government and its policies: designing a new
Carlotta G. Книга по Требованию  
2783 руб
Fatty acid alkyl ester: Perspectives, Methods and Analysis Catalytic Trasnesterification for Production of Alternative Biofuel.Fatty acid alkyl ester: Perspectives, Methods and Analysis Catalytic Trasnesterification for Production of Alternative
It ought to be compulsory reading for intending or actual postgraduates, for academic-research staff of chemistry, future energy (oil and gas). Kalidas M. Книга по Требованию  
1898 руб
The students' guide in quantitative analysis intendend as an aid to the study of Fresenius' systemThe students' guide in quantitative analysis intendend as an aid to the study of Fresenius' system
Bolton H.C. Книга по Требованию  
595 руб
An Approach to Regional Growth Analysis. Regional Disparities in the Light of Socio-Economic Facilities in Narsingdi District of BangladeshAn Approach to Regional Growth Analysis. Regional Disparities in the Light of Socio-Economic Facilities in Narsingdi District of
Socio-economic facilities play an important role in the development of regions and affect the maintenance and reinforcement of people' s activity. But these activities are not equitably distributed over a particular region. In this study, Esraz U. Книга по Требованию  
3095 руб
International and intercultural public relations. German and South African approaches to international and intercultural public relations - a comparative analysisInternational and intercultural public relations. German and South African approaches to international and intercultural public relations - a comparative
The presented book deals with the central topic international and intercultural public relations and has the aim of finding answers to the questions: how does public relations in a foreign country differ from PR in the domestic market, which Andrea S. R. Книга по Требованию  
2631 руб
'In Search of Durable Strategies to HIV Prevention'. Categorical Representation and Analysis of Risk Behavioural Factors Associated with HIV/AIDS in Sub- Saharan Africa'In Search of Durable Strategies to HIV Prevention'. Categorical Representation and Analysis of Risk Behavioural Factors Associated with HIV/AIDS in
This work therefore attempts to identify, categorize, analyse and present a holistic picture of the different risk behaviours associated with HIV/AIDS. Frankline A.N. Книга по Требованию  
1893 руб
The corrosion of mathematics teaching. An analysis of current mathematics teaching and an ethics based alternativeThe corrosion of mathematics teaching. An analysis of current mathematics teaching and an ethics based alternative
In this alternative a humanistic approach is explored which recognizes both mathematics and the process of learning as social and cultural phenomena. Jim N. Книга по Требованию  
3050 руб
Echocardiograph Imaging. The Influence of Qualitative and Quantitative Analysis on Echocardiograph InterpretationEchocardiograph Imaging. The Influence of Qualitative and Quantitative Analysis on Echocardiograph Interpretation
Partially, the evaluations of the left ventricular function based on visual interpretation by specialists which is experience-dependent. Zinah A. Книга по Требованию  
1893 руб
Validation of Remotely Sensed Soil Moisture Observations. A Quantitative ApproachValidation of Remotely Sensed Soil Moisture Observations. A Quantitative Approach
Recent advances in remote sensing have shown that microwave radiometry is a suitable approach to retrieve soil moisture. Cihan D.(. Книга по Требованию  
3050 руб
Analysis, approach and benefits Proactive controls againts malware.Analysis, approach and benefits Proactive controls againts malware.
The new era of malware has made detective tools not useful to offer an acceptable level of security, exposing the information to critical threats. Alejandro C. Книга по Требованию  
2279 руб



на главную


+7 (495) 105-96-52

Киниги почтой www.bookin.org.ru Книжный интернет магазин bookin.org.ru доставка книг почтой