標(biāo)題: Titlebook: Hands-On Value-at-Risk and Expected Shortfall; A Practical Primer Martin Auer Book 2018 Springer International Publishing AG 2018 Historica [打印本頁] 作者: MASS 時(shí)間: 2025-3-21 16:04
書目名稱Hands-On Value-at-Risk and Expected Shortfall影響因子(影響力)
書目名稱Hands-On Value-at-Risk and Expected Shortfall影響因子(影響力)學(xué)科排名
書目名稱Hands-On Value-at-Risk and Expected Shortfall網(wǎng)絡(luò)公開度
書目名稱Hands-On Value-at-Risk and Expected Shortfall網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Hands-On Value-at-Risk and Expected Shortfall被引頻次
書目名稱Hands-On Value-at-Risk and Expected Shortfall被引頻次學(xué)科排名
書目名稱Hands-On Value-at-Risk and Expected Shortfall年度引用
書目名稱Hands-On Value-at-Risk and Expected Shortfall年度引用學(xué)科排名
書目名稱Hands-On Value-at-Risk and Expected Shortfall讀者反饋
書目名稱Hands-On Value-at-Risk and Expected Shortfall讀者反饋學(xué)科排名
作者: 土坯 時(shí)間: 2025-3-21 21:32 作者: discord 時(shí)間: 2025-3-22 01:39
Sensitivitiestion to ask is how this price reacts to specific scenario changes. The particular price change resulting from a small change in . of the underlying risk factors is called the . of the position with regard to that risk factor.作者: Adherent 時(shí)間: 2025-3-22 06:48
Stress Testsparability of exposures across risk factors. To gauge the impact of simultaneous and large changes to several risk factors at once, we reprice our positions under custom-made scenarios—this is called ..作者: concise 時(shí)間: 2025-3-22 12:06
Model Choicesght through the 2008 financial crisis and its aftermath. Many a model aspect, however, could be tuned or tweaked or altered, and this chapter zooms in on some of those model choices. But how to weigh these features, how to choose between model options? Let me give you my personal take on this.作者: 你敢命令 時(shí)間: 2025-3-22 15:27 作者: 惡臭 時(shí)間: 2025-3-22 20:19
VaR Noised as the volatilities of the assets involved change, the VaR, recalculated every day, will change as well. Often, such VaR changes and their reasons are of more interest in risk management than the level of the VaR itself.作者: 乏味 時(shí)間: 2025-3-22 23:11 作者: FIR 時(shí)間: 2025-3-23 04:50 作者: Mitigate 時(shí)間: 2025-3-23 07:31
Management for Professionalshttp://image.papertrans.cn/h/image/423978.jpg作者: 步履蹣跚 時(shí)間: 2025-3-23 09:49
978-3-319-89170-5Springer International Publishing AG 2018作者: 走路左晃右晃 時(shí)間: 2025-3-23 15:14 作者: Ventilator 時(shí)間: 2025-3-23 19:07
https://doi.org/10.1007/978-3-319-72320-4Historical VaR; Filtered VaR; Internal market risk model; VaR validation; VaR backtesting; Capital market作者: 立即 時(shí)間: 2025-3-24 00:45 作者: 滑稽 時(shí)間: 2025-3-24 06:00 作者: 山頂可休息 時(shí)間: 2025-3-24 07:32
Historical Value-at-RiskOne main concern of market risk management is to guess the plausible future behavior of a portfolio’s value. There are two main parts to this: 作者: Communal 時(shí)間: 2025-3-24 11:28
Expected ShortfallThe VaR ignores quite a bit of seemingly important information—those losses that are even larger than the VaR. To take large losses into account, we could measure, e.g., the average of the 2.5% largest losses. This is called . or ..作者: 巡回 時(shí)間: 2025-3-24 18:32
A Monte Carlo ModificationOur VaR model typically uses 2 years of data or 500 returns, and it generates, via mirroring, twice that number of scenario returns.作者: oncologist 時(shí)間: 2025-3-24 20:45 作者: 退出可食用 時(shí)間: 2025-3-25 00:53 作者: 會(huì)犯錯(cuò)誤 時(shí)間: 2025-3-25 06:16 作者: LVAD360 時(shí)間: 2025-3-25 09:10
usselt number and Sherwood number are calculated for different values of physical parameters, and a comparative study has been carried out through this study. Graphical results for component of velocity profile, temperature profile and entropy generation profile are presented and discussed with proper explanation.作者: Gesture 時(shí)間: 2025-3-25 15:19
Martin Auers, and solar and renewable energy. Given the scope of its contents, this book will be useful for students, researchers, and professionals interested in the field of thermofluids and renewable energy resources.?作者: 拍下盜公款 時(shí)間: 2025-3-25 19:23 作者: 裝入膠囊 時(shí)間: 2025-3-25 20:16
Book 2018fall. It outlines the model‘s (i) underlying math, (ii) daily operation, and (iii) implementation, while stripping away statistical overhead to keep the concepts accessible. The author selects and weighs the various model features, motivating the choices under real-world constraints, and addresses t作者: groggy 時(shí)間: 2025-3-26 02:38 作者: Obvious 時(shí)間: 2025-3-26 06:39 作者: critic 時(shí)間: 2025-3-26 10:57
Martin Auerule located at different attack angles. The patterns of the non-stationary spatial vortex flow near the descent module are presented. Numerical simulation is based on the conservative method of finite volumes for the Navier–Stokes model of medium. Numerical simulation is implemented on multiprocessor supercomputers.作者: 暫停,間歇 時(shí)間: 2025-3-26 15:44
Martin Auerodelling techniques based on infrastructure-borne and train-borne measurement systems and their pros and cons will be discussed. Finally, opportunities will be presented to improve the performance monitoring and measurement systems by using the various data layers available to the industry in a better managed way.作者: dapper 時(shí)間: 2025-3-26 16:53
Martin Auer contributions from eminent scholars and practitioners who are currently conducting state of the art research into TES, or applying its principles to achieve strategic advantage through the control and mitigation of risk.作者: HALL 時(shí)間: 2025-3-27 00:46 作者: 破譯 時(shí)間: 2025-3-27 02:20
perimental data. Both the turbulence model—standard k-? model and Reynolds Stress Model are seen to have their advantages and shortcomings while predicting the local Nusselt number for a particular case of nozzle-to-surface spacing. Analysis of impingement heat transfer using other enhancement techniques awaits further simulation.作者: 單挑 時(shí)間: 2025-3-27 06:53
Martin Auer. It is found that for low Richardson number values, the natural convection mode is dominated by forced convection mode. In addition, increasing the Richardson number leads to a decrease in the rate of heat transfer.作者: cartilage 時(shí)間: 2025-3-27 13:15
Martin Auerocities in the occupied zone are responsible of a slightly cold sensation. The recorded pressure loss is higher in OD than in LD, whereas no significant difference was observed in terms of sound pressure level in the occupied zone.作者: craving 時(shí)間: 2025-3-27 14:10 作者: 陰郁 時(shí)間: 2025-3-27 21:40
Support Measuresely weighs risk factors by both their sensitivity and volatility. Finally, the most helpful measure we take away from the expected shortfall world is the position-wise conditional expected shortfall cES[.|.], which provides a useful complementary breakdown of risk to positions.作者: 向外 時(shí)間: 2025-3-27 22:26 作者: xanthelasma 時(shí)間: 2025-3-28 02:06
Martin Auer of an incompressible inviscid fluid, two streamline functions are introduced. Any solenoid vector can be presented as a vector product of the gradients of two streamline functions. In order to determine the potential of the velocities, we obtain the relation between the velocity components and the 作者: nugatory 時(shí)間: 2025-3-28 06:45
Martin Aueren modeling the special attention is paid to the study of non-stationary flow structure near the lateral surface and bottom regions of the descent module located at different attack angles. The patterns of the non-stationary spatial vortex flow near the descent module are presented. Numerical simula作者: GRILL 時(shí)間: 2025-3-28 13:47
n the impingement regions. This work presents the CFD simulation results of heat transfer characteristics taking into consideration a single turbulent free jet, impinging over a hot flat surface. Effects of different turbulence models, jet turbulent Prandtl number and near wall functions are examine作者: 背信 時(shí)間: 2025-3-28 14:35 作者: angiography 時(shí)間: 2025-3-28 21:27
Martin AuerThe OD head is a cylindro-spherical surface pierced with 20 orifices arranged in three rows leading to efficient jet diffusion. The jet analysis reveals that the flow from the closest two orifice-rows to the ceiling attach to it by Coanda effect whereas the orifice jets from the lower orifice-row ar作者: Devastate 時(shí)間: 2025-3-29 01:16 作者: 信任 時(shí)間: 2025-3-29 04:50 作者: penance 時(shí)間: 2025-3-29 09:03
Martin Auer. A number of pyrolysis technologies have been developed to the commercial or pre-commercial stage and their status and developments will be reviewed. Research strategies are focusing on the testing of various feedstocks, especially those presenting environmental disposal problems, and determining t作者: Distribution 時(shí)間: 2025-3-29 11:38
Martin Auereduction of the tar content in the gas. The result, compared to thermal cracking, is that the remainder of unconverted tar consists mainly of lighter aromatics, BTX (.enzene, .oluene, .ylene) and naphthalene instead of polyaromatics..A gasification process developed by Studsvik, CFBG (Circulating Fl作者: Ptsd429 時(shí)間: 2025-3-29 16:48
Martin Aueronsored by the International Energy Agency‘sBioenergy Agreement. Fundamental and applied research topics areincluded, reflecting recent advances as well as demonstration andcommercial innovation.978-94-010-4582-7978-94-011-1336-6作者: CLEFT 時(shí)間: 2025-3-29 21:09
Martin Aueronsored by the International Energy Agency‘sBioenergy Agreement. Fundamental and applied research topics areincluded, reflecting recent advances as well as demonstration andcommercial innovation.978-94-010-4582-7978-94-011-1336-6作者: 撫育 時(shí)間: 2025-3-30 03:48 作者: 對(duì)手 時(shí)間: 2025-3-30 07:59
h slip condition and convective boundary conditions. The governing equations are transferred into system of ordinary differential equations using the similarity transformation. The transformed equations are solved numerically using MATLAB built-in bvp4c solver technique. Skin friction coefficient, N作者: amnesia 時(shí)間: 2025-3-30 09:21 作者: 健談的人 時(shí)間: 2025-3-30 14:05
Martin Auer as well as the compressibility of the core in the transverse direction. It was introduced several years ago and was proven to be the most accurate sandwich structural theory by comparing its predictions to the ones from corresponding elasticity solutions. It is especially noteworthy that this theor作者: LAIR 時(shí)間: 2025-3-30 19:37 作者: 最初 時(shí)間: 2025-3-31 00:29 作者: Communal 時(shí)間: 2025-3-31 02:35
Martin Aueric planning, operation and documentation activities. The product structure represents the data backbone and carries geometrical, technological and system relevant information. Product Lifecycle Management (PLM) systems are used to maintain the product data and to track product changes. However, in t作者: RACE 時(shí)間: 2025-3-31 09:02
Martin Aueries seek to move towards offering advanced service solutions in support of their product offerings. This chapter introduces the second book in a planned series of contributions by the editors. It presents further developments relative to the motivation, theory and practice relating to TES. The chapt作者: Narrative 時(shí)間: 2025-3-31 09:35 作者: Grating 時(shí)間: 2025-3-31 17:17
Sensitivitiestion to ask is how this price reacts to specific scenario changes. The particular price change resulting from a small change in . of the underlying risk factors is called the . of the position with regard to that risk factor.作者: 樸素 時(shí)間: 2025-3-31 19:04
Stress Testsparability of exposures across risk factors. To gauge the impact of simultaneous and large changes to several risk factors at once, we reprice our positions under custom-made scenarios—this is called ..作者: dilute 時(shí)間: 2025-4-1 00:16 作者: Outwit 時(shí)間: 2025-4-1 03:44
Model Choicesght through the 2008 financial crisis and its aftermath. Many a model aspect, however, could be tuned or tweaked or altered, and this chapter zooms in on some of those model choices. But how to weigh these features, how to choose between model options? Let me give you my personal take on this.作者: Expostulate 時(shí)間: 2025-4-1 09:37 作者: acetylcholine 時(shí)間: 2025-4-1 13:49 作者: SMART 時(shí)間: 2025-4-1 16:49
