. .
Deutsch
Deutschland
Ähnliche Bücher
Weitere, andere Bücher, die diesem Buch sehr ähnlich sein könnten:
Suchtools
Anmelden

Anmelden mit Facebook:

Registrieren
Passwort vergessen?


Such-Historie
Merkliste
Links zu eurobuch.com

Dieses Buch teilen auf…
..?
Buchtipps
Aktuelles
Tipp von eurobuch.com
FILTER
- 0 Ergebnisse
Kleinster Preis: 33.99 EUR, größter Preis: 54.90 EUR, Mittelwert: 42.35 EUR
Risk measures - value at risk and beyond. Akademische Schriftenreihe, Bd. V83867 - Bernhard Höfler
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Bernhard Höfler:

Risk measures - value at risk and beyond. Akademische Schriftenreihe, Bd. V83867 - neues Buch

2007, ISBN: 363888273X

ID: 363888273X

Master Thesis aus dem Jahr 2007 im Fachbereich Wirtschaft - Bank, Börse, Versicherung, Note: 1 (A), Karl-Franzens-Universität Graz (Institut für Finanzwirtschaft), 132 Quellen im Literaturverzeichnis, Sprache: Englisch, Abstract: This thesis provides an exhaustive and well-founded overview of risk measures, in particular of Value at Risk (VaR) and risk measures beyond VaR.Corporations are exposed to different kinds of risks and therefore risk management has become a central task for a successful company. VaR is nowadays widely adapted internationally to measure market risk and is the most frequently used risk measure amongst practitioners due to the fact that the concept offers several advantages. However, VaR also has its drawbacks and hence there have been and still are endeavours to improve VaR and to find better risk measures.In seeking alternative risk measures to try to overcome VaR's disadvantages, while still keeping its advantages, risk measures beyond VaR were introduced. The most important alternative risk measures such as Tail Conditional Expectation, Worst Conditional Expectation, Expected Shortfall, Conditional VaR, and Expected Tail Loss are presented in detail in the thesis. It has been found that the listed risk measures are very similar concepts of overcoming the deficiencies of VaR and that there is no clear distinction between them in the literature - 'confusion of tongues' would be an appropriate expression. Two concepts have become widespread in the literature in recent years: Conditional VaR and Expected Shortfall, however there are situations where it can be seen that these are simply different terms for the same measure.Additionally other concepts are touched upon (Conditional Drawdown at Risk, Expected Regret, Spectral Risk Measures, Distortion Risk Measures, and other risk measures) and modifications of VaR (Conditional Autoregressive VaR, Modified VaR, Stable modelling of VaR) are introduced.Recapitulatory the basic findings of the thesis are that there are numerous sophisticated alternative measures and concepts readily available, that there prevails a 'confusion of tongues' with the alternative risk measures in the respective literature and that promising theories and models are on the verge of entering the mainstream financial risk management stage. At the end of the day however neither VaR nor any other introduced risk measure is perfect. There are certain limitations aligned with every method; no single method is the best risk measure., EAN: 9783638882736, ISBN: 363888273X, [VÖ:20080100], Buch (dtsch.)

Neues Buch
buch.de
Titel voraussichtlich versandfertig innerhalb 3 Wochen. Versandkosten:zzgl. Versandkosten
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Risk measures - value at risk and beyond - Bernhard Höfler
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)

Bernhard Höfler:

Risk measures - value at risk and beyond - Taschenbuch

2008, ISBN: 363888273X

ID: 9852872202

[EAN: 9783638882736], Neubuch, [PU: GRIN Verlag Jan 2008], This item is printed on demand - Print on Demand Neuware - Master's Thesis from the year 2007 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1 (A), University of Graz (Institut für Finanzwirtschaft), 132 entries in the bibliography, language: English, abstract: This thesis provides an exhaustive and well-founded overview of risk measures, in particular of Value at Risk (VaR) and risk measures beyond VaR. Corporations are exposed to different kinds of risks and therefore risk management has become a central task for a successful company. VaR is nowadays widely adapted internationally to measure market risk and is the most frequently used risk measure amongst practitioners due to the fact that the concept offers several advantages. However, VaR also has its drawbacks and hence there have been and still are endeavours to improve VaR and to find better risk measures. In seeking alternative risk measures to try to overcome VaR's disadvantages, while still keeping its advantages, risk measures beyond VaR were introduced. The most important alternative risk measures such as Tail Conditional Expectation, Worst Conditional Expectation, Expected Shortfall, Conditional VaR, and Expected Tail Loss are presented in detail in the thesis. It has been found that the listed risk measures are very similar concepts of overcoming the deficiencies of VaR and that there is no clear distinction between them in the literature - 'confusion of tongues' would be an appropriate expression. Two concepts have become widespread in the literature in recent years: Conditional VaR and Expected Shortfall, however there are situations where it can be seen that these are simply different terms for the same measure. Additionally other concepts are touched upon (Conditional Drawdown at Risk, Expected Regret, Spectral Risk Measures, Distortion Risk Measures, and other risk measures) and modifications of VaR (Conditional Autoregressive VaR, Modified VaR, Stable mo 84 pp. Englisch

Neues Buch Abebooks.de
AHA-BUCH GmbH, Einbeck, Germany [51283250] [Rating: 5 (von 5)]
NEW BOOK Versandkosten:Versandkostenfrei (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Risk measures - value at risk and beyond - Höfler, Bernhard
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Höfler, Bernhard:
Risk measures - value at risk and beyond - Taschenbuch

2008

ISBN: 9783638882736

[ED: Softcover], [PU: Grin Verlag], Master's Thesis from the year 2007 in the subject Business economics - Banking, Stock Exchanges, Insurance, Accounting, grade: 1 (A), University of Graz (Institut für Finanzwirtschaft), 132 entries in the bibliography, language: English, abstract: This thesis provides an exhaustive and well-founded overview of risk measures, in particular of Value at Risk (VaR) and risk measures beyond VaR. Corporations are exposed to different kinds of risks and therefore risk management has become a central task for a successful company. VaR is nowadays widely adapted internationally to measure market risk and is the most frequently used risk measure amongst practitioners due to the fact that the concept offers several advantages. However, VaR also has its drawbacks and hence there have been and still are endeavours to improve VaR and to find better risk measures. In seeking alternative risk measures to try to overcome VaR's disadvantages, while still keeping its advantages, risk measures beyond VaR were introduced. The most important alternative risk measures such as Tail Conditional Expectation, Worst Conditional Expectation, Expected Shortfall, Conditional VaR, and Expected Tail Loss are presented in detail in the thesis. It has been found that the listed risk measures are very similar concepts of overcoming the deficiencies of VaR and that there is no clear distinction between them in the literature - 'confusion of tongues' would be an appropriate expression. Two concepts have become widespread in the literature in recent years: Conditional VaR and Expected Shortfall, however there are situations where it can be seen that these are simply different terms for the same measure. Additionally other concepts are touched upon (Conditional Drawdown at Risk, Expected Regret, Spectral Risk Measures, Distortion Risk Measures, and other risk measures) and modifications of VaR (Conditional Autoregressive VaR, Modified VaR, Stable mo 2008. 84 S. 210 mm Versandfertig in 3-5 Tagen, [SC: 0.00], Neuware, gewerbliches Angebot

Neues Buch Booklooker.de
buecher.de GmbH & Co. KG
Versandkosten:Versandkostenfrei, Versand nach Deutschland (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Risk measures - value at risk and beyond. - Bernhard Höfler
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Bernhard Höfler:
Risk measures - value at risk and beyond. - gebrauchtes Buch

2008, ISBN: 9783638882736

ID: a09129783638882736

Erscheinungsjahr: 2008., Verlag/Ort: GRIN VERLAG, 2008. 88 S. 210 mm Zustand: Neubuch. Artikel ist NEU! ISBN: 9783638882736. [Master Thesis aus dem Jahr 2007 im Fachbereich Wirtschaft - Bank, Börse, Versicherung, Note: 1 -- Kategorie: Einzelne Wirtschaftszweige & Branchen]

gebrauchtes bzw. antiquarisches Buch Antbo.de
Antbo.de
Versandkosten:zzgl. Versandkosten
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Risk measures - value at risk and beyond - Höfler, Bernhard
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Höfler, Bernhard:
Risk measures - value at risk and beyond - Taschenbuch

2008, ISBN: 363888273X

ID: 19186208860

[EAN: 9783638882736], Neubuch, [PU: GRIN Verlag], This item is printed on demand for shipment within 3 working days.

Neues Buch Abebooks.de
English-Book-Service Mannheim, Mannheim, Germany [1048135] [Rating: 5 (von 5)]
NEW BOOK Versandkosten:Versandkostenfrei (EUR 0.00)
Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.

< zum Suchergebnis...
Details zum Buch
Risk measures - value at risk and beyond
Autor:

Höfler, Bernhard

Titel:

Risk measures - value at risk and beyond

ISBN-Nummer:

9783638882736

Detailangaben zum Buch - Risk measures - value at risk and beyond


EAN (ISBN-13): 9783638882736
ISBN (ISBN-10): 363888273X
Taschenbuch
Erscheinungsjahr: 2008
Herausgeber: GRIN Verlag
88 Seiten
Gewicht: 0,139 kg
Sprache: eng/Englisch

Buch in der Datenbank seit 24.03.2008 17:28:51
Buch zuletzt gefunden am 14.09.2016 15:06:23
ISBN/EAN: 9783638882736

ISBN - alternative Schreibweisen:
3-638-88273-X, 978-3-638-88273-6

< zum Suchergebnis...
< zum Archiv...
Benachbarte Bücher