Problems of Value At Risk - A Critical View - Softcover

Melichar, Alexander

 
9783640761616: Problems of Value At Risk - A Critical View
Softcover
ISBN 10: 3640761618 ISBN 13: 9783640761616
Verlag: GRIN Verlag, 2010

Inhaltsangabe

Seminar paper from the year 2009 in the subject Business economics - Controlling, grade: 1,5, University of Innsbruck (Institut für Banken und Finanzen), course: Seminar SBWL Risk Management, language: English, abstract: This seminar paper is divided in the following chapters: 1. Definition of Value at Risk: What is VaR, several definitions of this figure. 2. The three common approaches for calculating Value at Risk: Historical simulation, Monte Carlo simulation, Variance-Covariance model. 3. The critical view: Problems and limitations of Value at Risk. Which approach can be meaningfully used and when not? Why is Value at Risk not the "only truth" in financial institutions? What are the strengths and weaknesses of the several approaches in calculating Value at Risk?

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Verlag
GRIN Verlag
Erscheinungsdatum
2010
Sprache
Englisch
ISBN 10 
3640761618
ISBN 13 
9783640761616
Einband
Taschenbuch
Auflage
4
Anzahl der Seiten
36
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

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