Titlebook: Risk Measurement, Econometrics and Neural Networks; Selected Articles of Georg Bol,Gholamreza Nakhaeizadeh,Karl-Heinz Vollm Conference proc

analgesic

書目名稱Risk Measurement, Econometrics and Neural Networks影響因子(影響力)




書目名稱Risk Measurement, Econometrics and Neural Networks影響因子(影響力)學科排名




書目名稱Risk Measurement, Econometrics and Neural Networks網(wǎng)絡(luò)公開度




書目名稱Risk Measurement, Econometrics and Neural Networks網(wǎng)絡(luò)公開度學科排名




書目名稱Risk Measurement, Econometrics and Neural Networks被引頻次




書目名稱Risk Measurement, Econometrics and Neural Networks被引頻次學科排名




書目名稱Risk Measurement, Econometrics and Neural Networks年度引用




書目名稱Risk Measurement, Econometrics and Neural Networks年度引用學科排名




書目名稱Risk Measurement, Econometrics and Neural Networks讀者反饋




書目名稱Risk Measurement, Econometrics and Neural Networks讀者反饋學科排名

exhilaration

Financial Calculations on the Net,amic and interactive graphics. For our purpose, that is calculating in finance, the interactivity of the user interface and the techniques of visualization are of special importance; particulary since this interactivity is net based and easy to implement for programmers who want to modify or extend existing methods.

職業(yè)拳擊手

On the Accuracy of VaR Estimates Based on the Variance-Covariance Approach, emphasized model optimization and 2) implied covariance forecasting. Finally, we highlight the important issue of the estimation error of the covariance matrix in relation to its dimension and the number of datum from which it is estimated and outline a framework for handling this problem.

神化怪物

Measuring and Managing Credit Portfolio Risk,g. The conditioning relationships between the probability of a credit event (e.g. credit rating migrations or defaults) and the current state of the economic cycle are based on empirical regularities observed in historical data. This model differs from other credit portfolio models in several important aspects:

Goblet-Cells

1431-1933 oceedings describe the legal framework, review the basics and discuss new approaches such as shortfall measures and credit risk.978-3-7908-1152-0978-3-642-58272-1Series ISSN 1431-1933 Series E-ISSN 2197-7178

蘑菇

Portfolio Analysis Based on the Shortfall Concept,res and their use in asset allocation. The second part of our article describes an investment product based on a dynamic benchmark adjustment process. The adjustment procedure is governed by the probability of falling below the investors’ desired minimum return.

Rotator-Cuff

Regulatory Framework for the Risk Management of German Credit Institutions,king rules has been accompanied by increasing complexity of regulation. Thus, it is worthwhile to give a brief overview of the development and basic structure of the German Principle I, which sets the capital requirements for credit and market risk and thus the regulatory framework for German credit institutions.

Implicit

過份艷麗

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