Measuring Financial Risk Modelling: Wth Crystal ball + Excel and Pc Give - Softcover

Ali Khan, Yousaf

Softcover

ISBN 10: 3659433586 ISBN 13: 9783659433580

Verlag: LAP LAMBERT Academic Publishing, 2013

Inhaltsangabe

Risk is always an important factor of our daily life activities. We encounter different kinds of risk factors every day. Most of our decisions are usually made in the state of uncertainty or risk. The concept of risk is particularly important in finance. In finance, risk can be defined as the degree of uncertainty about future net return. In different financial institutions people are interested in how to measure risk. This book is mainly divided into two parts. The first part conducts analysis about how to opt for an appropriate approach to measuring financial risk, outlining different types of risk and measurement techniques for computing risk. The main computational technique which i use is the Value at Risk or in short VaR. VaR has become the standard measurement technique that financial analysts use to quantify risk. This technique is a benchmark for the exposure of financial risk. In contrast i also use an alternative risk measure tool called conditional value at risk or in short CVaR. In the second part i have evaluated the performance of different non linear models to forecast stock markets volatility using daily data.

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Über die Autorin bzw. den Autor

Mr Yousaf Ali Khan holds M.sc in (Applied mathematics) from Quaid-i-Azam University Islamabad Pakistan, MS in (Operational Research) from the University of Southampton, and Bachelor of Science from the University of the Punjab. He is currently doing his PhD from the University of Macerata (Italy).

Details zur Ausgabe

• Verlag: LAP LAMBERT Academic Publishing
• Erscheinungsdatum: 2013
• Sprache: Englisch
• ISBN 10: 3659433586
• ISBN 13: 9783659433580
• Einband: Taschenbuch
• Anzahl der Seiten: 116
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Presses Academiques Francophones; customerservice@vdm-vsg.de; ; Brivibas gatve 197; Riga; 1039; Lettland