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

analgesic

书目名称Risk Measurement, Econometrics and Neural Networks影响因子(影响力)




书目名称Risk Measurement, Econometrics and Neural Networks影响因子(影响力)学科排名




书目名称Risk Measurement, Econometrics and Neural Networks网络公开度




书目名称Risk Measurement, Econometrics and Neural Networks网络公开度学科排名




书目名称Risk Measurement, Econometrics and Neural Networks被引频次




书目名称Risk Measurement, Econometrics and Neural Networks被引频次学科排名




书目名称Risk Measurement, Econometrics and Neural Networks年度引用




书目名称Risk Measurement, Econometrics and Neural Networks年度引用学科排名




书目名称Risk Measurement, Econometrics and Neural Networks读者反馈




书目名称Risk Measurement, Econometrics and Neural Networks读者反馈学科排名

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.

职业拳击手

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

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