Arama Sonuçları - "Value at Risk"

Value at risk : the new benchmark for controlling market risk / Yazar: Jorion, Philippe

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Computational Intelligence Applications to Option Pricing, Volatility Forecasting and Value at Risk Yazar: Mostafa, Fahed, Dillon, Tharam, Chang, Elizabeth

İçindekiler: “…CHAPTER 1 Introduction -- CHAPTER 2 Time Series Modelling -- CHAPTER 3 Options and Options Pricing Models -- CHAPTER 4 Neural Networks and Financial Forecasting -- CHAPTER 5 Important Problems in Financial Forecasting -- CHAPTER 6 Volatility Forecasting -- CHAPTER 7 Option Pricing -- CHAPTER 8 Value-at-Risk -- CHAPTER 9 Conclusion and Discussion.…”
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Quantitative Modeling of Operational Risk in Finance and Banking Using Possibility Theory Yazar: Chaudhuri, Arindam, Ghosh, Soumya K.

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Fuzzy Sets, Rough Sets, Multisets and Clustering

İçindekiler: “…-Attribute Importance Degrees Corresponding to Several Kinds of Attribute Reduction in the Setting of the Classical Rough Sets -- A Review on Rough Set-based Interrelationship Mining -- Part 4: Fuzzy sets and decision making -- OWA Aggregation of Probability Distributions Using the Probabilistic Exceedance Method -- A dynamic average value-at-risk portfolio model with fuzzy random variables -- Group Decision Making: Consensus Approaches based on Soft Consensus Measures -- Construction of capacities from overlap indexes -- Clustering alternatives and learning preferences based on decision attitudes and weighted overlap dominance.…”
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