Зарегистрироваться
Восстановить пароль
FAQ по входу

Alexander C. Market Risc Analysis: Practical Financial Econometrics. CD-ROM Vol. 2

  • Файл формата rar
  • размером 29,37 МБ
  • содержит документы форматов archive exe html txt xls
  • Добавлен пользователем
  • Описание отредактировано
Alexander C. Market Risc Analysis: Practical Financial Econometrics. CD-ROM Vol. 2
John Wiley & Sons, 2008. The accompanying CD-ROM.
Worked-out exercises from the book on Excel spreadsheets.
Factor Models.
Principal Component Analysis.
Classical Models of Volatility and Correlation.
Introduction to GARCH Models.
Time Series Models and Cointegration.
Introduction to Copulas.
Advanced Econometric Models.
Forecasting and Model Evaluation.
  • Чтобы скачать этот файл зарегистрируйтесь и/или войдите на сайт используя форму сверху.
  • Регистрация

Смотри также

Подробнее

Alexander C. Market Risk Analysis: Quantitative Methods in Finance. CD-ROM Vol 1

  • archive
  • exe
  • html
  • xls
Published in 2008 by John Wiley & Sons Ltd. The accompanying CD-ROM. Worked-out exercises from the book on Excel spreadsheets. Basic Calculus for Finance Essential Linear Algebra for Finance Probability and Statistics Introduction to Linear Regression Numerical Methods in Finance Introduction to Portfolio Theory
  • 4,55 МБ
  • добавлен
  • описание отредактировано
Подробнее

Alexander C. Market Risk Analysis: Value-at-Risk Models CD-ROM Vol 4

  • archive
  • exe
  • html
  • xls
Published in 2008 by John Wiley & Sons Ltd. The accompanying CD-ROM. Worked-out exercises from the book on Excel spreadsheets. Value at Risk and Other Risk Metrics Parametric Linear VaR Models Historical Simulation Monte Carlo VaR Value at Risk for Option Portfolios Risk Model Risk Scenario Analysis and Stress Testing Capital Allocation
  • 57,40 МБ
  • добавлен
  • описание отредактировано
Подробнее

Alexander Carol. Value-at-Risk Models

  • pdf
John Wiley & Sons, 2008. — 494 p. — (Market Risk Analysis, Vol. IV). Value at Risk and Other Risk Metrics. An Overview of Market Risk Assessment. Risk Measurement in Banks. Risk Measurement in Portfolio Management. Risk Measurement in Large Corporations. Downside and Quantile Risk Metrics. Semi-Standard Deviation and Second Order Lower. Partial Moment. Other Lower Partial...
  • 16,00 МБ
  • дата добавления неизвестна
  • описание отредактировано
Подробнее

Allen S.L. Financial Risk Management: A Practitioner's Guide to Managing Market and Credit Risk + Website

  • pdf
Wiley, 2013. — 579 p. — 2nd ed. — ISBN: 111817545X, 9781118175453 A top risk management practitioner addresses the essential aspects of modern financial risk management In the Second Edition of Financial Risk Management + Website, market risk expert Steve Allen offers an insider's view of this discipline and covers the strategies, principles, and measurement techniques...
  • 17,30 МБ
  • добавлен
  • описание отредактировано
Подробнее

Carol A. Market Risk Analysis: Pricing, Hedging and Trading Financial Instruments. CD-ROM Vol 3

  • archive
  • exe
  • html
  • matlab
  • pdf
  • txt
  • xls
Published in 2008 by John Wiley & Sons Ltd. The accompanying CD-ROM. Worked-out exercises from the book on Excel spreadsheets. Bonds and Swaps Futures and Forwards Options Volatility Portfolio Mapping
  • 13,00 МБ
  • добавлен
  • описание отредактировано
Наверх