Steinlechner christian (4 Ergebnisse)

Zustand: New.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Master's Thesis from the year 2012 in the subject Business economics - Miscellaneous, grade: 1, Fachhochschule des bfi Wien GmbH, course: Riskmanagement, language: English, comment: gewann den 2. Platz beim CFA Austria Prize , abstract: This thesis analyses three VaR models in detail. To begin with, there is a short description of the theoretical background of the models. Next, four different backtests are performed on two different portfolios for each of the three models. The source code used for the implementation is available in the appendix. The main part will deal with the interpretation of the backtesting results. Each model will be compared with the same backtests and dimensionality, which allows the comparison of models with each other. The main outcome of this backtest is the knowledge as to how a model should be calibrated and how robust a model is. In a validation procedure, the author selects that calibration which yields the best results for each model.…

Hardcover. Zustand: Brand New. German language. 7.99x6.18x0.98 inches. In Stock.

Zustand: New. Mit diesem Werk, das fuer die 2. Auflage umfassend aktualisiert worden ist, koennen alle Heuschrecken Deutschlands und Nordtirols anhand von hervorragenden Bildvergleichen bestimmt werden. Es hebt die Hauptmerkmale durch Vergroesserungen, Hinweise und Pfeile pr.