Search Results - "Value at Risk"
Suggested Topics within your search.
Suggested Topics within your search.
- Valor en Riesgo 3
- Value at Risk 3
- C13 1
- C22 1
- C51 1
- Distribución α-estable Sub-Gaussiana 1
- G17 1
- GARCH multivariado estable Sub-Gaussiano 1
- Mexico 1
- México 1
- análisis de incertidumbre 1
- historical simulation 1
- multivariate stable Sub-Gaussian GARCH model 1
- negative rates 1
- portafolio 1
- portfolio 1
- simulación histórica 1
- tasas negativas 1
- uncertainty analysis 1
- α-stable Sub-Gaussian distribution 1
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1
Valor en Riesgo (VaR) en incertidumbre: Análisis con el método paramétrico y simulaciones con Black & Scholes
Published 2014Subjects: “…Value at Risk…”
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2
Valor en Riesgo mediante Simulación Histórica en un entorno de tasas negativas
Published 2015Subjects: “…Value at Risk…”
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3
Estimación del VaR mediante un modelo condicional multivariado bajo la hipótesis α-estable sub-Gaussiana: A conditional approach to VaR with multivariate α-stable sub-Gaussian dist...
Published 2018Subjects: “…Value at Risk…”
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