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Measuring Financial Risk Modelling - Ali Khan Yousaf

Name: Measuring Financial Risk Modelling - Ali Khan Yousaf
Brand: SIA OmniScriptum Publishing
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Risk is always an important factor of our daily life activities. We encounter different kinds of risk factors every day. Most of our decisions are usually made in the state of uncertainty or risk. The concept of risk is particularly important in finance. In finance, risk can be defined as the degree of uncertainty about future net return. In different financial institutions people are interested in how to measure risk. This book is mainly divided into two parts. The first part conducts analysis about how to opt for an appropriate approach to measuring financial risk, outlining different types of risk and measurement techniques for computing risk. The main computational technique which i use is the Value at Risk or in short VaR. VaR has become the standard measurement technique that financial analysts use to quantify risk. This technique is a benchmark for the exposure of financial risk. In contrast i also use an alternative risk measure tool called conditional value at risk or in short CVaR. In the second part i have evaluated the performance of different non linear models to forecast stock markets volatility using daily data.

EAN: 9783659433580

Producent

SIA OmniScriptum Publishing

Kod produktu

087FKZ03527KS

Rok wydania

2013

Elementy

116

Oprawa

Miekka

Format

15.2x22.9cm