✦ LIBER ✦

Comparing the Value at Risk Performance of the CreditRisk + and its Enhancement: A Large Deviations Approach

✍ Scribed by Deshpande, Amogh

Book ID: 120748521
Publisher: Springer US
Year: 2013
Tongue: English
Weight: 349 KB
Volume: 16
Category: Article
ISSN: 1387-5841
DOI: 10.1007/s11009-013-9345-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The value of Value-at-Risk: A theoretica

The value of Value-at-Risk: A theoretical approach to the pricing and performance of risk measurement systems

✍ Zvi Wiener 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 395 KB

The Mekong—applications of value at risk

The Mekong—applications of value at risk (VaR) and conditional value at risk (CVaR) simulation to the benefits, costs and consequences of water resources development in a large river basin

✍ R.B. Webby; P.T. Adamson; J. Boland; P.G. Howlett; A.V. Metcalfe; J. Piantadosi 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 962 KB

16 DEVELOPMENT OF THE EUROPEAN RANDOMIZE

16 DEVELOPMENT OF THE EUROPEAN RANDOMIZED STUDY OF SCREENING FOR PROSTATE CANCER (ERSPC) RISK CALCULATOR FOR HIGH GRADE PCA AND ASSESSING AND COMPARING ITS PERFORMANCE WITH THE PCPT RISK CALCULATOR IN A CANADIAN COHORT

✍ M.J. Roobol; F.H. Schrö der; G. Trottier; K.A. Fernandes; R. Kranse; N.E. Fleshn 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 226 KB

A new approach to the design optimizatio

A new approach to the design optimization of HEMT and HBT for maximum gain-bandwidth of MSM-based integrated photoreceiver and its noise performance at 1.55 μm

✍ Das, N.R.; Basu, P.K.; Deen, M.J. 📂 Article 📅 2000 🏛 IEEE 🌐 English ⚖ 173 KB

Local recruitment experience in a study

Local recruitment experience in a study comparing the effectiveness of a low glycaemic index diet with a low calorie healthy eating approach at achieving weight loss and reducing the risk of endometrial cancer in women with polycystic ovary syndrome (PCOS)

✍ William Atiomo; Anna Read; Mary Golding; Paul Silcocks; Nuguelis Razali; Sabitab 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 438 KB

1838 WHEN TO PERFORM LYMPH NODE DISSECTI

1838 WHEN TO PERFORM LYMPH NODE DISSECTION IN RENAL CELL CARCINOMA PATIENTS: A NOVEL APPROACH TO PREOPERATIVELY ASSESS THE RISK OF LYMPH NODE INVASION AT SURGERY AND NODAL PROGRESSION DURING FOLLOW UP

✍ Capitanio, Umberto; Abdollah, Firas; Matloob, Rayan; Suardi, Nazareno; Gallina, 📂 Article 📅 2013 🏛 Lippincott Williams and Wilkins 🌐 English ⚖ 119 KB