Zobrazeno 1 - 10
of 67
pro vyhledávání: '"Marumo, Kohei"'
Autor:
Marumo, Kohei
Obtaining the distribution of the profit and loss (PL) of a portfolio is a key problem in market risk measurement. However, existing methods, such as those based on the Normal distribution, and historical simulation methods, which use empirical distr
Externí odkaz:
http://eprints.qut.edu.au/16506/
Autor:
Marumo, Kohei, Li, Steven
Publikováno v:
Journal of Risk & Financial Management; May2024, Vol. 17 Issue 5, p189, 17p
Autor:
Kinoshita, Akihide, Takizawa, Ryu, Koike, Shinsuke, Satomura, Yoshihiro, Kawasaki, Shingo, Kawakubo, Yuki, Marumo, Kohei, Tochigi, Mamoru, Sasaki, Tsukasa, Nishimura, Yukika, Kasai, Kiyoto
Publikováno v:
In Progress in Neuropsychopharmacology & Biological Psychiatry 1 October 2015 62:14-21
Autor:
Kirihara, Kenji, Fujioka, Mao, Suga, Motomu, Kondo, Shinsuke, Ichihashi, Kayo, Koshiyama, Daisuke, Morita, Kentaro, Ikegame, Tempei, Tada, Mariko, Araki, Tsuyoshi, Jinde, Seiichiro, Taniguchi, Kazuki, Hosokawa, Taiga, Sugishita, Kazuyuki, Dogan, Shinjiro, Marumo, Kohei, Itokawa, Masanari, Kasai, Kiyoto
Publikováno v:
In Schizophrenia Research December 2022 250:120-122
Autor:
Kinou, Masaru, Takizawa, Ryu, Marumo, Kohei, Kawasaki, Shingo, Kawakubo, Yuki, Fukuda, Masato, Kasai, Kiyoto
Publikováno v:
In Schizophrenia Research November 2013 150(2-3):459-467
Autor:
Koike, Shinsuke, Takizawa, Ryu, Nishimura, Yukika, Marumo, Kohei, Kinou, Masaru, Kawakubo, Yuki, Rogers, Mark A., Kasai, Kiyoto
Publikováno v:
In Clinical Neurophysiology 2011 122(8):1533-1540
Autor:
Takizawa, Ryu, Kasai, Kiyoto, Kawakubo, Yuki, Marumo, Kohei, Kawasaki, Shingo, Yamasue, Hidenori, Fukuda, Masato
Publikováno v:
In Schizophrenia Research 2008 99(1):250-262
Autor:
Hirotsu, Chihiro, Marumo, Kohei
Publikováno v:
Scandinavian Journal of Statistics. Mar2002, Vol. 29 Issue 1, p125. 14p.
Publikováno v:
Monetary and Economic Studies. 18(2):49-82
The common practice for managing the credit risk of lending portfolios is to the calculate the maximum loss within the "value at risk" framework. Most financial institutions use large-scale Monte Carlo simulations to do this. However, such simulation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::a6d7c7ee2c83bbf980497c3135a211ed
http://www.imes.boj.or.jp/research/papers/english/me18-2-3.pdf
http://www.imes.boj.or.jp/research/papers/english/me18-2-3.pdf
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