Value-at-risk
delo diplomskega seminarja
Abstract
Value-at-risk
Keywords
value-at-risk;tržno tveganje;mera tveganja;stopnja zaupanja;časovni horizont;kreditni VAR;likvidnostni VAR;operativni VAR;pogojni VAR;
Data
| Language: | Slovenian |
|---|---|
| Year of publishing: | 2010 |
| Typology: | 2.11 - Undergraduate Thesis |
| Organization: | UL FMF - Faculty of Mathematics and Physics |
| Publisher: | [M. Homar] |
| UDC: | 519.2 |
| COBISS: |
15854681
|
| Views: | 840 |
| Downloads: | 310 |
| Average score: | 0 (0 votes) |
| Metadata: |
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Other data
| Secondary language: | English |
|---|---|
| Secondary keywords: | value-at-risk;market risk;risk measure;confidence level;time horizon;credit VAR;liquidity VAR;operational VAR;conditional VAR; |
| Type (COBISS): | Final seminar paper |
| Thesis comment: | Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja |
| Pages: | 28 str. |
| ID: | 10910983 |
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