Monetary Measurement of Risk : A Critical Overview - Part I: General Definitions and Value-at-Risk
Year of publication: |
2015
|
---|---|
Authors: | Lecesne, Lionel |
Other Persons: | Roncoroni, Andrea (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Risikomaß | Risk measure | Messung | Measurement | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management |
Description of contents: |
We develop a self-contained pedagogical introduction to monetary measures of risk. This part deals with general definitions and a treatment of Value-at-Risk
|
Extent: | 1 Online-Ressource (8 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 3, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2689131 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Approving the ISDWIR method of risk measurement in making risk management decision
Strelnik, Mikhail, (2014)
-
Risk excess measures induced by hemi-metrics
Faugeras, Olivier, (2018)
-
External risk measures and Basel accords
Kou, Steven, (2013)
- More ...
-
Monetary Measurement of Risk : A Critical Overview - Part II: Coherent Measures of Risk
Lecesne, Lionel, (2015)
-
Implementing models in quantitative finance: methods and cases
Fusai, Gianluca, (2008)
-
Optimal Static Hedging of Energy Price and Volume Risk: Closed-Form Results
Robayo, Javier Orlando Pantoja, (2012)
- More ...