Fully revised and restructured, Measuring Market Risk, Second Edition includes a new
chapter on options risk management, as well as substantial new information on parametric …

In recent years, the trading accounts at large commercial banks have grown substantially
and become progressively more diverse and complex. We provide descriptive statistics on …

Dieses Buch gibt einen Überblick über die aktuellsten Entwicklungen im Bereich Value at
Risk (VaR) und Expected Tail Loss (ETL). Mit umfassenden Informationen zu verschiedenen …

Most mission planning algorithms are designed for healthy systems. When faults occur in a
system, it is advantageous to optimize the mission plan by taking the system health condition …

Generally, the risk level of an investment is directly correlated with the returns to be earned
by investors in the future. In current situation, it is difficult for investors, shareholders and …

Debt strategy is defined as the manner in which a government finances an excess of
government expenditures over revenues and any maturing debt issued in previous periods …

Numerical calculation of Value-at-Risk (VaR) for large-scale portfolios poses great
challenges to financial institutions. The problem is even more daunting for large fixed …

Metodologías de medición del riesgo de mercado SciELO - Scientific Electronic Library
Online vol.19 issue34 Fiscal policy and municipal accounting in Spain: instruments for …

Quasi–Monte Carlo methods overcome the problem of sample clustering in regular Monte
Carlo simulation and have been shown to improve simulation efficiency in the derivatives …

Insolvenzen führen in einer Volkswirtschaft durch Zerstörung von Arbeitsplätzen oft durch
eine Entwertung spezifischen Humankapitals und Vernichtung von Sachkapital zu …