کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
981132 1480377 2015 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The History and Ideas Behind VaR
موضوعات مرتبط
علوم انسانی و اجتماعی اقتصاد، اقتصادسنجی و امور مالی اقتصاد و اقتصادسنجی
پیش نمایش صفحه اول مقاله
The History and Ideas Behind VaR
چکیده انگلیسی

The value at risk is one of the most essential risk measures used in the financial industry. Even though from time to time criticized, the VaR is a valuable method for many investors. This paper describes how the VaR is computed in practice, and gives a short overview of value at risk history. Finally, paper describes the basic types of methods and compares their similarities and differences.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Procedia Economics and Finance - Volume 24, 2015, Pages 18-24