Quantitative Financial Risk Management. Galariotis Emilios. Читать онлайн. Newlib. NEWLIB.NET

Автор: Galariotis Emilios
Издательство: John Wiley & Sons Limited
Серия:
Жанр произведения: Зарубежная образовательная литература
Год издания: 0
isbn: 9781118738221
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value at risk should not be confused with general risk measure with the same name, which is also known as expected tail loss or average value at risk.

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      The views expressed herein are those of the author and do not necessarily represent a position taken by Pricewaterhouse Cooper Advisory LLP.

1

Conditional value at risk should not be confused with general risk measure with the same name, which is also known as expected tail loss or average value at risk.

2

The views expressed herein are those of the author and do not necessarily represent a position taken by Pricewaterhouse Cooper Advisory LLP.

3

Typical sample dates are: daily for the first two weeks, once a week out to a quarter, once a month out to a year, once a quarter out to 10 years, and once a year up to 50 years.

4

See Araten and Jacobs 2001; Araten, Jacobs, and Varshney 2004; Araten, Jacobs, Varshney, and Pellegrino 2004; Carey and Gordy 2004; Carey and Hrycay 2001; Frye and Jacobs 2012; Jacobs 2010a, b; Jacobs and Kiefer 2010; and Jacobs, Karagozoglu, and Layish 2012.