"Expected Value" trang 1 - tải miễn phí từ tailieuXANH
Measurement of liquidity-adjusted market risk by VaR and expected shortfall: Evidence from Turkish banks

Measurement of liquidity-adjusted market risk by VaR and expected shortfall: Evidence from Turkish banks
11    64    0
Lecture Financial modeling - Topic 6: Computing portfolio value-at-risk (VaR), random walk simulations, macros and @Risk simulations

Lecture Financial modeling - Topic 6: Computing portfolio value-at-risk (VaR), random walk simulations, macros and @Risk simulations
20    76    3
Lecture Financial modeling - Topic 6: Computing portfolio value-at-risk (VaR), random walk simulations, macros and @Risk simulations

Lecture Financial modeling - Topic 6: Computing portfolio value-at-risk (VaR), random walk simulations, macros and @Risk simulations
20    54    1
Sách: Essentials Of Statistics

Sách: Essentials Of Statistics
162    72    0
Statistics for Business & Economics

Statistics for Business & Economics
150    42    0
Lectures Applied statistics for business: Chapter 5 - ThS. Nguyễn Tiến Dũng

Lectures Applied statistics for business: Chapter 5 - ThS. Nguyễn Tiến Dũng
34    242    1
Lecture Financial modeling - Topic 10: Bond valuation, YTM, duration, convexity, and bond VaR

Lecture Financial modeling - Topic 10: Bond valuation, YTM, duration, convexity, and bond VaR
28    74    2
Lecture Operations management for competitive advantage (11/e) - Chapter Supplement A: Financial analysis

Lecture Operations management for competitive advantage (11/e) - Chapter Supplement A: Financial analysis
16    42    0
The theory and application of spectral risk measures in Vietnam

The theory and application of spectral risk measures in Vietnam
17    281    1
The assessment of share investments portfolio theory and the return on risk-adjusted capital

The assessment of share investments portfolio theory and the return on risk-adjusted capital
9    54    0
Lecture Financial modeling - Topic 10: Bond valuation, YTM, duration, convexity, and bond VaR

Lecture Financial modeling - Topic 10: Bond valuation, YTM, duration, convexity, and bond VaR
28    58    0
Market risk measures using finite Gaussian mixtures

Market risk measures using finite Gaussian mixtures
17    52    0
Lecture Probability Theory - Lecture 6: Mean, Variance, Moments and Characteristic Functions

Lecture Probability Theory - Lecture 6: Mean, Variance, Moments and Characteristic Functions
50    209    1
Lecture Money, banking, and financial markets (3/e): Chapter 5 - Stephen G. Cecchetti, Kermit L. Schoenholtz

Lecture Money, banking, and financial markets (3/e): Chapter 5 - Stephen G. Cecchetti, Kermit L. Schoenholtz
42    41    0
Lecture Money, banking, and financial markets: Chapter 5 - Stephen G. Cecchetti, Kermit L. Schoenholtz

Lecture Money, banking, and financial markets: Chapter 5 - Stephen G. Cecchetti, Kermit L. Schoenholtz
42    57    2
Synthesis and characterization of thiacalix[3]triazine and 1,3,5-tris(4- bromophenyl)benzene for chemsensor application

Synthesis and characterization of thiacalix[3]triazine and 1,3,5-tris(4- bromophenyl)benzene for chemsensor application
6    60    0
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