Showing 1 - 10 of 110
Persistent link: https://www.econbiz.de/10001699580
Persistent link: https://www.econbiz.de/10001656826
Persistent link: https://www.econbiz.de/10002197761
Parte I. Aspectos teóricos de los modelos de equilibrio general, 1. Elementos básicos de la teoría de equilibrio general, 2. Modelos específicos de equilibrio general competitivo -- Parte II. Aplicaciones de los modelos de equilibrio general, 3.Modelos computables o calibrados de equilibrio...
Persistent link: https://www.econbiz.de/10011874164
Persistent link: https://www.econbiz.de/10011759508
Teniendo en cuenta el nuevo esquema de multifondos en Colombia, perteneciente al Régimen de Ahorro Individual, se realizó un análisis mediante la aplicación de herramientas estocásticas y actuariales, con el fin de determinar el momento en el cual un agente (de acuerdo con sus...
Persistent link: https://www.econbiz.de/10011859348
In this article, the market risk associated with the financial markets of New York and Colombia is evaluated in three periods belonging to the 2019-2020-time window, characterized by shocking economic and social conditions such as the oil price war between Saudi Arabia and Russia and the global...
Persistent link: https://www.econbiz.de/10014494562
Persistent link: https://www.econbiz.de/10003743412
Persistent link: https://www.econbiz.de/10003792880
In order to provide a tool for risk management improvement and appropriate regulation, a methodology for measuring interest rate risk is applied in this paper. After estimating and simulating the interest rate term structure, the value at risk and expected shortfall are calculated on a...
Persistent link: https://www.econbiz.de/10011392440