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Taschenbuch. Zustand: Neu. Neuware -The aim of this book is to highlight and illustrate selected quantitative techniques for estimating financial risk. The first module in risk assessment is concerned with the risk measure used, whereas the second module is based on the risk estimation technique. The process of risk assessment involves the Value at Risk, popularly known as VaR with some corresponding risk estimators; Expected Shortfall (ES), the Extreme Value Theory (EVT) and the Generalized Pareto Distribution (GPD). The quality of the risk estimation approach with its corresponding techniques studied shall be tested for with real data. Numerical results and programming code shall be provided for the comparative estimators by the R statistical software.Books on Demand GmbH, Überseering 33, 22297 Hamburg 52 pp. Englisch.

Taschenbuch. Zustand: Neu. Empirical Risk Modeling of Financial Time Series using Value at Risk | Kofi Nyamekye (u. a.) | Taschenbuch | 52 S. | Englisch | 2015 | LAP Lambert Academic Publishing | EAN 9783659706752 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.

Taschenbuch. Zustand: Neu. Neuware -Africa has longed for commodity exchanges since early 1990s. Among such countries in this continent where agricultural commodity exchanges were established in the 1990s are Ghana, Nigeria, South Africa, Nigeria, Uganda, Zambia and Zimbabwe - characterized by seasonal price variability. The Ethiopian Commodity Exchange (ECX, 2008) has been a successful private-public exchange for which other African countries and the whole continent would like to model commodity exchanges for the highly volatile Agricultural sector. Financial and mathematical models are introduced to prevent losses by estimating VaR, a java GUI prepared for the proposed futures and forwards trading for ECX as a risk management tool via hedging and a validation of the tableau platform used at the data analysis department done with R statistical software which gives a more detailed numerical interpretation for critical decisions and investment.Books on Demand GmbH, Überseering 33, 22297 Hamburg 112 pp. Englisch.