Książka = Book ; KS/4/2002/R05P03
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
[5], 243-252 pages ; 21 cm ; Bibliography p. 251-252
The method Value at Risk is devoted to valuate highest expected lost within prescribed time horizan. The method is based on standard statistic techniques under the assumption that the financial market is stable, and the level of probability is prescribed. The method is used in a variety of application, e.g. the allocation of investments, financial decision support investments. In this paper the only one approach to the Value at Risk method has been reported, namely the parameterised variational-covariational method.
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Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
Oct 15, 2021
Aug 18, 2021
37
https://rcin.org.pl./publication/242433
Krawczak, Maciej Miklewski, Antoni
Krawczak, Maciej Miklewski, Antoni
Krawczak, Maciej Jakubowski, Andrzej Konieczny, Piotr Miklewski, Antoni
Krawczak, Maciej Jakubowski, Andrzej Konieczny, Piotr Miklewski, Antoni
Krawczak, Maciej Jakubowski, Andrzej Konieczny, Piotr Miklewski, Antoni
Krawczak, Maciej Jakubowski, Andrzej Konieczny, Piotr Miklewski, Antoni
Krawczak, Maciej Jakubowski, Andrzej Konieczny, Piotr Miklewski, Antoni
Krawczak, Maciej Jakubowski, Andrzej Konieczny, Piotr Miklewski, Antoni