Zobrazeno 1 - 10
of 12
pro vyhledávání: '"deltanormal method"'
Publikováno v:
Economic research-Ekonomska istraživanja
Volume 29
Issue 1
Volume 29
Issue 1
Interest rate risk is immanent to all sorts of bonds with a fixed interest rate and has a major impact on the value of the bond. The aim of this article is to evaluate this risk over a period of five years (2008–2012), applying the delta-normal Val
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e29b23cc4d00c5ce35d9c7e0c7718610
https://doi.org/10.1080/1331677x.2016.1174391
https://doi.org/10.1080/1331677x.2016.1174391
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Publikováno v:
Financial Instruments & Institutions; 2012, p311-346, 36p
Autor:
Christian Reich, Manuel Ammann
We investigate different methods for computing value-at-risk for nonlinear portfolios by applying them to portfolio compositions containing various option structures. Surprisingly, even for optioned portfolios, the results from relatively crude appro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::af613d375b2a21e33e078c3f33796334
http://www.alexandria.unisg.ch/12592/
http://www.alexandria.unisg.ch/12592/
Autor:
Kip Becker
Keep up with management issues in the rapidly changing Islamic business world! Islam and Business: Cross-Cultural and Cross-National Perspectives reviews important changes, cross-cultural differences, and management issues in the turbulent Islamic bu
Autor:
Thomas C. Wilson
A value management framework designed specifically for banking and insurance The Value Management Handbook is a comprehensive, practical reference written specifically for bank and insurance valuation and value management. Spelling out how the financ
Autor:
Morgan Bazilian, Fabien Roques
Analytical Methods for Energy Diversity and Security is an ideal volume for professionals in academia, industry and government interested in the rapidly evolving area at the nexus between energy and climate change policy. The cutting-edge internation
Autor:
Philippe Jorion
Since its original publication, Value at Risk has become the industry standard in risk management. Now in its Third Edition, this international bestseller addresses the fundamental changes in the field that have occurred across the globe in recent ye
Autor:
Stephen G. Ryan
This book is an authoritative guide to the accounting and disclosure rules for financial institutions and instruments. It provides guidance from a “fair value” perspective and demonstrates the simplest and most natural measurement basis for repor