The fifth edition of Professor Moorad Choudhry's benchmark reference text An Introduction to Value-at-Risk offers an accessible and reader-friendly look at the concept of VaR and its different estimation methods, and is aimed specifically at newcomers to the market or those unfamiliar with modern...
Risk Management and Financial Institutions, 4th Edition by John C. Hull CHAPTER 12Value at Risk and Expected Shortfall Chapters 8 and 9 describe how a trader responsible for a financial institution's exposure to a particular market variable (e.g., an equity index, an interest rate, or a com...
An Introduction to Bond Markets, Fourth Edition by Moorad Choudhry Chapter 14 RISK MANAGEMENT AND VALUE-AT-RISK In this chapter we will consider aspects of the risks to which participants in the capital markets are exposed, and the risk management function to which banks and securities houses...
Collins Thesaurus of the English Language – Complete and Unabridged 2nd Edition. 2002 © HarperCollins Publishers 1995, 2002 null noun No thing; not anything: nil,nothing. Informal:zero. Slang:nix,zilch. Archaic:aught. The American Heritage® Roget's Thesaurus. Copyright © 2013, 2014 by...
Can I use OUTER JOIN on 2 columns at the same time? Can row_number() work in UNION STATEMENTS ? Can someone explain just exactly why xp_cmdshell is such a massive risk?! Can SQL Profiler give you the Missing Index information? Can Symmetric keys be used in a view? Can table-valued ...
2nd edition. New York: John Wiley; 2002. 14. Raghunathan TE, Lepkowski JM, Hoewyk JV, Solenberger P: A multivariate technique for multiply imputing missing values using a sequence of regression models. Survey Methodology 2001, 27(1):85–95. 15. Rubin DB, Schafer JL: Efficiently creating ...
The 2nd edition of this book shows how the quality of information can be improved in such knowledge-intensive processes as on-line communication, strategy,... M Eppler - Springer-Verlag New York, Inc. 被引量: 490发表: 2006年 Improving Health Risk Information for Sport Anglers: The Value of...
Multilevel analysis revealed that burnout at the individual level was negatively related to self-transcendence and openness-to-change but positively related to self-enhancement and conservation values. However, no significant effects on any values were observed at the country level. Male sex, younger ...
Chapter 25 Monte Carlo–Based Financial Market Value-at-Risk Estimation on GPUs Matthew F. Dixon, Thomas Bradley, Jike Chong and Kurt Keutzer With the proliferation of algorithmic trading, derivative usage and highly … - Selection from GPU Computing Ge
The first concerns the second epigraph: “what can or needs to be proved”–the nature of mathematical truth and rigor that is in operation at a particular point in time. The second involves a first attack on a hitherto novel problem, and so, rather than an inevitably-elusive fuller ...