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Considering the dependence between the credit loss severity and the probability of default in the estimate of portfolio credit risk : an experimental analysis
Di Clemente, Annalisa - In: Studi economici : rivista quadrimestrale 68 (2013) 1, pp. 5-24
Persistent link: https://www.econbiz.de/10010389432
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Value-at-risk: the comparison of state-of-the-art models on varous assets
Kielak, Karol; Ślepaczuk, Robert - 2020
Persistent link: https://www.econbiz.de/10012322235
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Application of duration measure in quantifying the sensitivity of project returns to changes in discount rates
Yousefi, Vahidreza; Yakhchali, Siamak Haji; … - In: Administrative Sciences : open access journal 9 (2019) 1/13, pp. 1-14
In this research, the concept of Duration with a new application in project management has been defined. The Duration of each project provides the project manager with a combined measure containing concepts of return, cost and time of the project. Further in this article, the changes in project...
Persistent link: https://www.econbiz.de/10012126909
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Value at risk models in Indian markets : a predictive ability evaluation study
Goel, Kushagra; Oswal, Sunny - In: Theoretical economics letters 9 (2019) 8, pp. 2824-2838
Persistent link: https://www.econbiz.de/10012214623
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Value at risk models
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003758439
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Stochastic portfolio specific mortality and the quantification of mortality basis risk
Platt, Richard (contributor) - 2008
Persistent link: https://www.econbiz.de/10003769993
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Empirical likelihood for value-at-risk and expected shortfall
Baysal, Rafet Evren; Staum, Jeremy - In: Journal of risk 11 (2008/09) 1, pp. 3-32
Persistent link: https://www.econbiz.de/10003775644
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Monte Carlo simulations versus DCF in real estate portfolio valuation
Baroni, Michel (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003305012
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How to calculate an internal rating? : synthesis and proposition for a contingent approach using a Monte Carlo simulation and a rate stochastic model following Poisson's law
Damel, Pascal - In: International journal of business 11 (2006) 2, pp. 121-142
Persistent link: https://www.econbiz.de/10003342000
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Berechnung des Value-at-Risk mit der Monte Carlo Simulation
Linnertová, Dagmar; Reuse, Svend - In: Controller Magazin : Praxiswissen zur … 34 (2009) 3, pp. 84-92
Persistent link: https://www.econbiz.de/10003831666