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Management von Modellrisiken : Vorgaben und Anregungen zum praxisorientierten und zeitgemäßen Umgang mit (bisher kaum beachteten) Risiken

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The relationship between conditional value at risk and option prices with a closed-form solution

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Optimization under supplier portfolio risk considering breach of contract and market risks

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Risky risk measures : a note on underestimating financial risk under the normal assumption

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One-day-ahead forecast of state of turbulence based on today's economic situation

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Wertorientierte Banksteuerung II

Horsch, Andreas; Schulte, Michael - 2016 - 5th ed

Titel -- Vorwort -- Inhaltsverzeichnis -- 1 Einleitung -- 2 Überblick zum Risk Management in Kreditinstituten -- 2.1 Zum Risikobegriff -- 2.2 Value-at-Risk-Konzepte -- 2.2.1 Analytisches Grundmodell -- 2.2.2 Simulationsmodelle -- 2.2.3 Zusammenfassende Bewertung -- 2.3 Risikoposition und...

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