关节炎
发表于 2025-4-1 02:55:46
Marina Welsch,Markus Perchthalerles in the text are executable on an XploRe Quantlet Server (XQS) and can be modified by the reader via the internet. The electronic edition can be downloaded from the web site www.i-xplore.de using the licence and registration number at the back cover.978-3-662-05021-7
AORTA
发表于 2025-4-1 07:18:19
Jung Ock Park,Suk-Gi Honguality of value-at-risk predictions is checked by a backtesting procedure based on a mark-to-model profit/loss calculation for the zero-bond market values. From the backtesting results we derive conclusions for the implementation of internal risk models within financial institutions.
广告
发表于 2025-4-1 13:23:41
F. Javier Pinar,Maren Rastedt,Nadine Pilinski,Peter Wagneruality of value-at-risk predictions is checked by a backtesting procedure based on a mark-to-model profit/loss calculation for the zero-bond market values. From the backtesting results we derive conclusions for the implementation of internal risk models within financial institutions.