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Value-at-risk : delo diplomskega seminarja
ID Homar, Manca (Author), ID Dolžan, David (Mentor) More about this mentor... This link opens in a new window

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MD5: 1034E35FB2ECB9F9F7013F1F1D333CE9
PID: 20.500.12556/rul/b07db58d-86ec-48f1-b095-66d67c30c404

Language:Slovenian
Keywords:value-at-risk, tržno tveganje, mera tveganja, stopnja zaupanja, časovni horizont, kreditni VAR, likvidnostni VAR, operativni VAR, pogojni VAR
Work type:Final seminar paper
Typology:2.11 - Undergraduate Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[M. Homar]
Year:2010
Number of pages:28 str.
PID:20.500.12556/RUL-96761 This link opens in a new window
UDC:519.2
COBISS.SI-ID:15854681 This link opens in a new window
Publication date in RUL:16.10.2017
Views:1694
Downloads:379
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Secondary language

Language:English
Keywords:value-at-risk, market risk, risk measure, confidence level, time horizon, credit VAR, liquidity VAR, operational VAR, conditional VAR

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