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From value at risk to stress testing: The extreme value approach

✍ Scribed by François M Longin

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Value-at-risk: Applying the extreme valu

✍ Lan-Chih Ho; Peter Burridge; John Cadle; Michael Theobald 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 318 KB

Predicting extreme value at risk: Nonpar

✍ Julia Schaumburg 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 433 KB

A comparison of extreme value theory app

✍ C. Brooks; A.D. Clare; J.W. Dalle Molle; G. Persand 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 146 KB

A Generalized Extreme Value Approach to

✍ TURAN G. BALI 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 193 KB

A Value at Risk Approach to Background R

✍ Luciano, Elisa ;Kast, Robert 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 205 KB

An Augmented Value at Risk Approach to R

✍ Alfred H. R. Davi; Henri Fouda 📂 Article 📅 2009 🏛 Wiley (John Wiley & Sons) 🌐 English ⚖ 909 KB