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Academic texts about Value at Risk
53 publications
A comparison between advanced Value at Risk models and their backtesting in different portfolios
Autor:in:
Christian Steinlechner (Author)
Subject:
Business economics - Miscellaneous
Category:
Master's Thesis , 2012 87 Pages , Grade: 1
Catalog Number:
204602
Price:
US$ 0.99
Analytische Ansätze zur Ermittlung des Value-at-Risk
Autor:in:
Jochen Cremer (Author)
Subject:
Business economics - Investment and Finance
Category:
Seminar Paper , 2000 21 Pages , Grade: 2,0
Catalog Number:
96686
Price:
US$ 0.99
Auswirkungen der Finanzmarktkrise am Beispiel des Versicherungskonzerns American International Group (AIG)
Autor:in:
Stefan Menk (Author)
,
Gerrit Kimpel (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Research Paper (undergraduate) , 2009 16 Pages , Grade: 1,1
Catalog Number:
150977
Price:
US$ 18.99
Concept of Value at Risk (VaR)
Autor:in:
Fabian Kremer (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Seminar Paper , 2013 13 Pages , Grade: 2,0
Catalog Number:
232538
Price:
US$ 18.99
Das Management von Marktpreis- und Kreditrisiken im europäischen Stromgroßhandel
Autor:in:
Magister Andreas Pschick (Author)
Subject:
Business economics - Business Management, Corporate Governance
Category:
Doctoral Thesis / Dissertation , 2008 394 Pages , Grade: 2,0
Catalog Number:
92491
Price:
US$ 46.99
Das risikogesteuerte Bankcontrolling
Autor:in:
Sonja Gries (Author)
Subject:
Business economics - Controlling
Category:
Seminar Paper , 2011 22 Pages , Grade: 1,0
Catalog Number:
198892
Price:
US$ 19.99
Das Währungstransaktionsrisiko in international agierenden Unternehmen. Leitfaden für Finanzen, Treasury und Controlling
Autor:in:
Daniel Stern (Author)
Subject:
Business economics - Miscellaneous
Category:
Textbook , 2018 193 Pages
Catalog Number:
451708
Price:
US$ 46.99
Der erfolgreiche Umgang mit Risiken in Unternehmen durch Controlling und Management
Eine kritische Analyse des Riskoanalyseinstruments "Value-at-Risk"
Autor:in:
Alexander Kersten (Author)
Subject:
Business economics - Controlling
Category:
Textbook , 2018 90 Pages
Catalog Number:
384534
Price:
US$ 42.99
Die Aggregationsproblematik im Risikomanagement am Beispiel operationeller Risiken
Autor:in:
Axel Fietz (Author)
Subject:
Business economics - Controlling
Category:
Diploma Thesis , 2003 88 Pages , Grade: 1,7
Catalog Number:
27299
Price:
US$ 42.99
Die Eignung des Wiener Prozesses zur Abbildung von Aktienkursbewegungen
Autor:in:
Tobias Langwasser (Author)
Subject:
Business economics - Investment and Finance
Category:
Term Paper (Advanced seminar) , 2001 19 Pages , Grade: 2,0
Catalog Number:
1598
Price:
US$ 18.99
Die Performance von Stillhaltergeschäften. Covered Call Writing im Backtest
Autor:in:
Thomas Schmidt (Author)
Subject:
Economics - Finance
Category:
Master's Thesis , 2013 73 Pages , Grade: 1,0
Catalog Number:
272832
Price:
US$ 17.99
Die Zusammenhänge zwischen Markt- und Liquiditätsrisiken in dem Kontext der Value-at-Risk Prognosen
Autor:in:
Florian Meyer (Author)
Subject:
Business economics - General
Category:
Bachelor Thesis , 2018 45 Pages , Grade: 1,7
Catalog Number:
468090
Price:
US$ 21.99
Ein Alternativverfahren zum Capital Asset Pricing Model (CAPM) und seine Implikationen für die Unternehmensbewertung
Autor:in:
Thomas Wünsche (Author)
Subject:
Business economics - Investment and Finance
Category:
Master's Thesis , 2013 88 Pages , Grade: 1,0
Catalog Number:
303497
Price:
US$ 42.99
Einführung einer datenbankgestützten Value-at-Risk Betrachtung in das Treasury eines mittelständischen Dienstleistungskonzerns
Autor:in:
Dipl.-Kfm. Thomas Jaretzke (Author)
Subject:
Business economics - Controlling
Category:
Diploma Thesis , 2005 77 Pages , Grade: 1,3
Catalog Number:
49183
Price:
US$ 34.99
Empirische Analyse ausgewählter Value-at-Risk Ansätze zur Abschätzung des Marktpreisrisikos
Autor:in:
Daniel Wagenknecht (Author)
Subject:
Business economics - Investment and Finance
Category:
Master's Thesis , 2012 105 Pages , Grade: 1,7
Catalog Number:
195777
Price:
US$ 42.99
Enterprise Risk Management für Familienunternehmen
Autor:in:
Markus Bussmann (Author)
Subject:
Business economics - Operations Research
Category:
Master's Thesis , 2013 236 Pages , Grade: 1,3
Catalog Number:
1268447
Price:
US$ 46.99
Ermittlung der risikobereinigten Performance
Funktion und Anwendung risikoadjustierter Performancekennzahlen in der Bankensteuerung
Autor:in:
Thomas Eble (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Seminar Paper , 2009 21 Pages , Grade: 1,3
Catalog Number:
181245
Price:
US$ 18.99
Ermittlung von Risikobeiträgen in Kreditportfolios mit dem erweiterten Vasicek-Modell
Autor:in:
Franco Monaco (Author)
Subject:
Business economics - Controlling
Category:
Master's Thesis , 2012 62 Pages
Catalog Number:
205247
Price:
US$ 34.99
ESG Funds. Diversification of Responsible Mutual Funds
Autor:in:
Moritz Ernst (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Master's Thesis , 2020 69 Pages , Grade: 1,7
Catalog Number:
1334419
Price:
US$ 34.99
Formeln für Finanz- und Investitionsrechnung (Finance)
Aktien- und Depotbewertung, Value at Risk, Zins- und Rentenrechnung, Regressionsanalyse uvm.
Autor:in:
Alexander Schwalm (Author)
Subject:
Business economics - Investment and Finance
Category:
Exam Revision , 2014 9 Pages
Catalog Number:
277766
Price:
US$ 2.99
Hedging Energy Risks with Derivative Instruments in Oil Trading
Autor:in:
Christian Sadrinna (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Bachelor Thesis , 2010 82 Pages , Grade: 2,2
Catalog Number:
151252
Price:
US$ 42.99
Hedging von Währungsrisiken durch Einsatz von Derivaten
Autor:in:
Matthias Brosche (Author)
Subject:
Business economics - Investment and Finance
Category:
Seminar Paper , 2011 25 Pages
Catalog Number:
171259
Price:
US$ 19.99
Implementierung von Liquiditätsrisiken in den Value-at-Risk
Autor:in:
Christian Maschner (Author)
Subject:
Business economics - Investment and Finance
Category:
Diploma Thesis , 2009 104 Pages , Grade: 1,3
Catalog Number:
204049
Price:
US$ 0.99
Konzepte und Probleme einer MaRisk-konformen Gesamtbanksteuerung
Autor:in:
Benjamin Römer (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Diploma Thesis , 2009 147 Pages , Grade: 2,7
Catalog Number:
146881
Price:
US$ 42.99
Limitsysteme auf Basis des Value-at-Risk in Banken
Autor:in:
Michael Frick (Author)
Subject:
Business economics - Investment and Finance
Category:
Seminar Paper , 2005 47 Pages , Grade: 1,7
Catalog Number:
59510
Price:
US$ 21.99
Limitsysteme und Risikokapitalallokation
Autor:in:
Xingang Zhou (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Term Paper (Advanced seminar) , 2008 20 Pages , Grade: 1,3
Catalog Number:
165018
Price:
US$ 18.99
Liquiditäts- und Kreditrisiko im Bankwesen
Überblick und Konzeption
Autor:in:
Roland Moeller (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Bachelor Thesis , 2017 71 Pages , Grade: 1,3
Catalog Number:
993975
Price:
US$ 23.99
Messung von Kreditrisiken. Eine entscheidungstheoretische Analyse
Autor:in:
Rabea Hacker (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Term Paper (Advanced seminar) , 2013 19 Pages , Grade: 3,0
Catalog Number:
265969
Price:
US$ 18.99
Nachhaltige Investmentansätze. Weisen Nachhaltigkeitsfonds ein geringeres Risiko als konventionelle Fonds auf?
Autor:in:
Jakob Kolbe (Author)
Subject:
Business economics - Investment and Finance
Category:
Bachelor Thesis , 2022 66 Pages , Grade: 1,3
Catalog Number:
1278331
Price:
US$ 34.99
Portfoliotheorie. Entwicklung und aktuelle Verfahren
Autor:in:
Beniamino Rosamilia (Author)
Subject:
Economics - Finance
Category:
Bachelor Thesis , 2016 40 Pages , Grade: 1,7
Catalog Number:
320700
Price:
US$ 19.99
Problems of Value At Risk - A Critical View
Autor:in:
Alexander Melichar (Author)
Subject:
Business economics - Controlling
Category:
Seminar Paper , 2009 14 Pages , Grade: 1,5
Catalog Number:
162499
Price:
US$ 18.99
Risikomaße und Risikomessung im Kreditgeschäft
Eine entscheidungstheoretische Analyse
Autor:in:
Matthias Bohn (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Diploma Thesis , 2010 73 Pages , Grade: 2,7
Catalog Number:
159415
Price:
US$ 34.99
Risikomaße. Untersuchung des Entropic Value-at-Risk und Analyse von Sicherheitsäquivalenten
Autor:in:
Daniel Kircher (Author)
Subject:
Mathematics - Miscellaneous
Category:
Diploma Thesis , 2013 86 Pages , Grade: 1,1
Catalog Number:
299795
Price:
US$ 42.99
Risikomanagement an Kapitalmärkten
Autor:in:
Matthias Brosche (Author)
Subject:
Business economics - Investment and Finance
Category:
Seminar Paper , 2009 26 Pages , Grade: 1,7
Catalog Number:
135246
Price:
US$ 19.99
Risikomanagementsysteme und Shareholder-Value-Management
Autor:in:
Timo Borkenhagen (Author)
Subject:
Business economics - Business Management, Corporate Governance
Category:
Bachelor Thesis , 2015 40 Pages , Grade: 1,0
Catalog Number:
1163079
Price:
US$ 19.99
Risikomessung mittels Value at Risk
Autor:in:
Anonym (Author)
Subject:
Business economics - Investment and Finance
Category:
Term Paper , 2021 20 Pages , Grade: 1,7
Catalog Number:
1234786
Price:
US$ 18.99
Risikosteuerung mit Value at Risk und Cashflow at Risk
Autor:in:
Dipl. Math. Katharina Scharfen (Author)
Subject:
Business economics - Controlling
Category:
Seminar Paper , 2009 50 Pages , Grade: 1,7
Catalog Number:
143278
Price:
US$ 21.99
Risk measures - value at risk and beyond
Autor:in:
MMag. Bernhard Höfler (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Master's Thesis , 2007 79 Pages , Grade: 1 (A)
Catalog Number:
83867
Price:
US$ 34.99
Roadmap zur Implementierung und Realisierung eines IT Risikomanagements
Autor:in:
Oliver Wagner (Author)
Subject:
Computer Science - Commercial Information Technology
Category:
Diploma Thesis , 2009 86 Pages , Grade: 1,7
Catalog Number:
134571
Price:
US$ 42.99
Schätzung des (Conditional) Value at Risk eines Portfolios mittels der Historischen Simulation
Autor:in:
Dipl. Bankbetriebswirt Stefan Kuhlmey (Author)
Subject:
Business economics - Investment and Finance
Category:
Term Paper , 2017 29 Pages , Grade: 1,0
Catalog Number:
374643
Price:
US$ 19.99
Statistische Schätzung des Value-at-Risk zur Marktrisikoquantifizierung
Autor:in:
Sibylle Weiss (Author)
Subject:
Mathematics - Statistics
Category:
Seminar Paper , 2014 15 Pages , Grade: 2,0
Catalog Number:
512456
Price:
US$ 16.99
Steuerungsorientierte Risikokennzahlen und Performancemaße in der Schaden- und Unfallversicherung
Autor:in:
Thomas Grube (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Diploma Thesis , 2005 109 Pages
Catalog Number:
195298
Price:
US$ 42.99
Stochastische Programmierungsmodelle
Value-at-Risk, Conditional Value-at-Risk und Asset-Liability-Management
Autor:in:
Irene Filipiak (Author)
Subject:
Mathematics - Stochastics
Category:
Seminar Paper , 2009 16 Pages , Grade: 2,3
Catalog Number:
232835
Price:
US$ 16.99
Systemische Risikomessung. Kennzahlen, Beurteilung und Empirie
Autor:in:
Markus Engelmann (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Term Paper , 2016 16 Pages , Grade: 2,0
Catalog Number:
354747
Price:
US$ 18.99
The Monte Carlo Simulation in Banks
Simplified Example in MS Excel and Practical Approach in German Savings Banks
Autor:in:
Svend Reuse (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Scientific Essay , 2010 29 Pages
Catalog Number:
152589
Price:
US$ 19.99
TriRisk-Watch - Visualisierung des Value-at-Risk eines Aktienportfolios
Autor:in:
lic. rer. pol. Jannis Markopoulos (Author)
Subject:
Economics - Monetary theory and policy
Category:
Diploma Thesis , 2006 61 Pages , Grade: 5
Catalog Number:
131694
Price:
US$ 34.99
Value-at-Risk and beyond. Analyse moderner Ansätze der Risikomessung im regulatorischen Umfeld
Autor:in:
Simon Schweihoff (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Bachelor Thesis , 2015 88 Pages , Grade: 1,7
Catalog Number:
310141
Price:
US$ 42.99
Value-at-Risk basiertes Risikomanagement zur Beurteilung von Marktrisiken
Autor:in:
Daniela Unger (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Bachelor Thesis , 2008 56 Pages , Grade: 1,0
Catalog Number:
127256
Price:
US$ 21.99
Value-at-Risk Bestimmung unter Anwendung von multivariaten GARCH-Modellen
Autor:in:
Dipl. Kfm Quang Huy Tran (Author)
Subject:
Business economics - Investment and Finance
Category:
Diploma Thesis , 2010 83 Pages , Grade: 1,7
Catalog Number:
176089
Price:
US$ 42.99
Value-at-Risk und Expected Shortfall zur Quantifizierung von Zinsrisiken
Ein exemplarischer Vergleich auf Basis der historischen Simulation
Autor:in:
Stephan Mett (Author)
Subject:
Business economics - Investment and Finance
Category:
Bachelor Thesis , 2019 72 Pages , Grade: 2,0
Catalog Number:
493141
Price:
US$ 34.99
Vergleich von alternativen Verfahren zur Berechnung des Value-at-Risk anhand internationaler Aktienindizes
Autor:in:
Max Okhotnikov (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Bachelor Thesis , 2011 59 Pages , Grade: 1,3
Catalog Number:
205861
Price:
US$ 21.99
Welche Anlagestrategie ist in ”normalen“, welche ist in Krisenzeiten besser geeignet?
Berechnung von Value at Risk und Conditional Value at Risk
Autor:in:
Kathrin Kass (Author)
Subject:
Business economics - Investment and Finance
Category:
Seminar Paper , 2011 20 Pages , Grade: 2,3
Catalog Number:
435639
Price:
US$ 18.99
Zur Stabilität des Climate Value at Risk. Das Integrated Assessment Modell DICE-2016R
Eine kritische Analyse
Autor:in:
Marc Lengwenus (Author)
Subject:
Economics - Finance
Category:
Master's Thesis , 2022 224 Pages , Grade: 1,3
Catalog Number:
1322625
Price:
US$ 46.99
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