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Academic texts about VaR
30 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
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
Die Regulierung des Bankensektors im Spannungsfeld zwischen Systemstabilität und Effizienz. Mikroprudenz versus Makroprudenz
Autor:in:
Simone Leonhartsberger (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Master's Thesis , 2018 152 Pages , Grade: 1,8
Catalog Number:
441843
Price:
US$ 46.99
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
Ein Vergleich zwischen der Analytischen und Historischen Value-at-Risk (VaR) Berechnung im Hinblick auf die Prognosequalität der Risikobewertung
Autor:in:
Anonym (Author)
Subject:
Business economics - Miscellaneous
Category:
Master's Thesis , 2024 67 Pages , Grade: 1,7
Catalog Number:
1507088
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
Enfonque de las medidas de riesgo VaR y Expected Shortfall
Autor:in:
Jhoan Aldana (Author)
,
Luis Purizaca (Author)
Subject:
Mathematics - Applied Mathematics
Category:
Bachelor Thesis , 2013 42 Pages , Grade: 2
Catalog Number:
424944
Price:
US$ 21.99
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
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
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
Macroeconomic Dynamics and Monetary Policy Transmission in the Eurozone. An SVAR Approach
Autor:in:
Niklas Humann (Author)
Subject:
Economics - Macro-economics, general
Category:
Seminar Paper , 2024 44 Pages , Grade: 1,0
Catalog Number:
1446675
Price:
US$ 0.99
Management von Währungsrisiken in internationalen Unternehmen
Risiken aus offenen Währungspositionen identifizieren, quantifizieren und hedgen
Autor:in:
Manfred Waldrich (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Project Report , 2007 66 Pages , Grade: 1.3
Catalog Number:
145808
Price:
US$ 34.99
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
Preisbildung an deutschen Aktienmärkten: Eine empirische Analyse
Autor:in:
Sonja Schneider (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Bachelor Thesis , 2012 64 Pages , Grade: 1,3
Catalog Number:
205769
Price:
US$ 22.99
Pricing of Collateralized Over the Counter Derivatives
Autor:in:
Tim Xiao (Author)
Subject:
Economics - Finance
Category:
Academic Paper , 2020 26 Pages , Grade: 10
Catalog Number:
916174
Price:
US$ 0.99
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 mit dem Value at Risk
Autor:in:
Rudolf Bischof (Author)
Subject:
Business economics - Investment and Finance
Category:
Bachelor Thesis , 2010 27 Pages , Grade: 3,0
Catalog Number:
342509
Price:
US$ 19.99
Risk Management und das Konzept des Value at Risk in der Corporate Finance
Autor:in:
Maximilian von Kleestein (Author)
Subject:
Business economics - Investment and Finance
Category:
Examination Thesis , 2016 28 Pages , Grade: 1,0
Catalog Number:
354182
Price:
US$ 19.99
Risk Measurement
Autor:in:
Christian Finck (Author)
Subject:
Business economics - Banking, Stock Exchanges, Insurance, Accounting
Category:
Seminar Paper , 2006 22 Pages , Grade: 1,3
Catalog Number:
67465
Price:
US$ 19.99
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
Rohstoffe und Rohstoffderivate im Portfoliomanagement. Bewertung als Investmentmöglichkeit
Autor:in:
Phil Lehner (Author)
Subject:
Business economics - Investment and Finance
Category:
Bachelor Thesis , 2018 67 Pages , Grade: 1,3
Catalog Number:
585153
Price:
US$ 34.99
Solvency II - Lesson learned?
Autor:in:
Michael Gutsche (Author)
Subject:
Engineering - Industrial Engineering and Management
Category:
Diploma Thesis , 2011 90 Pages , Grade: 1,0
Catalog Number:
177552
Price:
US$ 42.99
Stresstests im Risikomanagement von Banken nach der Finanzkrise
Ansatz für ein einfaches, inverses Kreditrisikostressverfahren
Autor:in:
Walter Hatak (Author)
Subject:
Economics - Finance
Category:
Diploma Thesis , 2013 91 Pages , Grade: 2
Catalog Number:
265478
Price:
US$ 34.99
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
Taux de change, ouverture et croissance économique en République démocratique du Congo
Essai d'analyse macroéconomique de la relation taux de change, ouverture et croissance économique
Autor:in:
Elie Bola Boongo (Author)
Subject:
Economics - Macro-economics, general
Category:
Bachelor Thesis , 2023 91 Pages , Grade: 17/20
Catalog Number:
1438869
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
VAR und die Realität - 30 Jahre nach C. Sims Kritik
Autor:in:
Maximilian Ludwig (Author)
Subject:
Economics - Macro-economics, general
Category:
Diploma Thesis , 2010 131 Pages , Grade: 1,0
Catalog Number:
180679
Price:
US$ 42.99
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