Results 251 to 260 of about 44,402,255 (305)
Global epidemiological trends, distribution of NTDs and malaria, and disease burden projections for the next 15 years. [PDF]
Front Public HealthHuang H +11 more
europepmc +1 more source
Residual Error Coding in NONMEM Can Mislead Diagnostic Residuals: Impact of W Definition on IWRES, WRES, and CWRESI. [PDF]
PharmaceuticsSimon N, von Fabeck K.
europepmc +1 more source
Optimization of enzyme-assisted extraction of polyphyllins from paris polyphylla var. yunnanensis rhizomes using response surface methodology. [PDF]
Sci RepDong L +5 more
europepmc +1 more source
Some of the next articles are maybe not open access.
Related searches:
Related searches:
2016
In this work we focus on calculating the value at risk (VaR) for all types of assets and combinations of them (portfolios). We have studied the analytical methods for cumputing the VaR directly, but since this method is not always feassible (e.g. for certain bonds and options), we have also atempted VaR calculation through simulations for this type of ...
González Pons, Anna +1 more
openaire +3 more sources
In this work we focus on calculating the value at risk (VaR) for all types of assets and combinations of them (portfolios). We have studied the analytical methods for cumputing the VaR directly, but since this method is not always feassible (e.g. for certain bonds and options), we have also atempted VaR calculation through simulations for this type of ...
González Pons, Anna +1 more
openaire +3 more sources
Interpreting Value at Risk (VaR) forecasts
Economic Systems, 2008Abstract Value at Risk (VaR) forecasts have been increasingly accepted globally by both risk managers and regulators as a tool to identify and control exposure to financial market risk. However, modern portfolios are characterized by a constantly changing composition of security holdings that reflect portfolio managers’ strategies, expected prices ...
Allan W. Gregory, Jonathan J. Reeves
openaire +1 more source
2010
In this chapter we review the main market risk measurement tool used in banking, known as value-at-risk (VaR). The review looks at the three main methodologies used to calculate VaR, as well as some of the key assumptions used in the calculations, including those on the normal distribution of returns, volatility levels and correlations. We also discuss
Moorad Choudhry +4 more
openaire +1 more source
In this chapter we review the main market risk measurement tool used in banking, known as value-at-risk (VaR). The review looks at the three main methodologies used to calculate VaR, as well as some of the key assumptions used in the calculations, including those on the normal distribution of returns, volatility levels and correlations. We also discuss
Moorad Choudhry +4 more
openaire +1 more source
Artifactual unit root behavior of Value at risk (VaR)
Statistics & Probability Letters, 2016zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chan, Ngai Hang, Sit, Tony
openaire +2 more sources
BANKPEDIA REVIEW, 2013
The value at risk (VaR) measures the risk of loss associated to financial assets. For a given time period (normally ranging from 1 to 10 days), and with a given probability confidence (generally equal to 95% or 99%); this measure represents the maximum loss the investor can suffer when holding financial assets.
openaire +1 more source
The value at risk (VaR) measures the risk of loss associated to financial assets. For a given time period (normally ranging from 1 to 10 days), and with a given probability confidence (generally equal to 95% or 99%); this measure represents the maximum loss the investor can suffer when holding financial assets.
openaire +1 more source