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Discussion Thread
Date: 8-26-2010 Initiator: yakzkhan
YAKZHi, every body actually i am looking for a book name (ARCH MODEL FOR FINANCIAL APPLICATION) by Evdokia Xekalaki, Stavros Degiannakis.can some one help me while finding it online or from some other so...
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YAKZHi, every body actually i am looking for a book name (ARCH MODEL FOR FINANCIAL APPLICATION) by Evdokia Xekalaki, Stavros Degiannakis.can some one help me while finding it online or from some other so...
Date: 8-23-2010 Initiator: mhapsari
VaR versus Standard deviationCan somebody explain to me: which one is better between VaR and Standard deviation as a risk measure in term of how it captures risk and their usefulness in practice....
Detail
VaR versus Standard deviationCan somebody explain to me: which one is better between VaR and Standard deviation as a risk measure in term of how it captures risk and their usefulness in practice....
Date: 8-19-2010 Initiator: Salim J
SamWhat is the best practice in calculating VAR for a generation portfolio with a time frame of 5 years?...
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SamWhat is the best practice in calculating VAR for a generation portfolio with a time frame of 5 years?...
Date: 8-18-2010 Initiator: rituparnadas
Das RituparnaWhat is the contact email id of gloriamundi.org?...
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Das RituparnaWhat is the contact email id of gloriamundi.org?...
Date: 8-18-2010 Initiator: manuelabenigno
loganHas someone never done back-testing of a credit-VaR? In case, have you used specific back-testing procedures? many thanks!...
Detail
loganHas someone never done back-testing of a credit-VaR? In case, have you used specific back-testing procedures? many thanks!...
Date: 7-23-2010 Initiator: kamal88
ModELING OF Value at Risk in Indian Stock MarketI need Information about such article which deals with these items for my MA Dissertation....
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ModELING OF Value at Risk in Indian Stock MarketI need Information about such article which deals with these items for my MA Dissertation....
Date: 7-11-2010 Initiator: Anshuman
Non linear VARHow to model VAR for equity options?...
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Non linear VARHow to model VAR for equity options?...
Date: 7-10-2010 Initiator: RiskMind
Counterparty RiskI am looking for a white paper or a good book on overall counterpart risk in the Mortgage Market. Can anyone recommend some good material?...
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Counterparty RiskI am looking for a white paper or a good book on overall counterpart risk in the Mortgage Market. Can anyone recommend some good material?...
Date: 6-30-2010 Initiator: Mulas
MonteCarlo simulation for stock portfolioHello i am a student and i m writing about VaR. I have implemented VaR with Variance-covariance approach and historical simulation. I m looking for some practical example how to implement MonteCarlo s...
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MonteCarlo simulation for stock portfolioHello i am a student and i m writing about VaR. I have implemented VaR with Variance-covariance approach and historical simulation. I m looking for some practical example how to implement MonteCarlo s...
Date: 6-12-2010 Initiator: RamiD
Value at RiskHello, I am looking for a paper or book about the advantages and disadvantages from the perspective of Management, employee and shareholder has anyone a paper or research in this area? thank you very...
Detail
Value at RiskHello, I am looking for a paper or book about the advantages and disadvantages from the perspective of Management, employee and shareholder has anyone a paper or research in this area? thank you very...
Date: 6-8-2010 Initiator: Stefan
Loan pricing modelsI'm looking for bank loan pricing models. Does anyone know good reading materials(research papers, books with formulas for loan pricing)?...
Detail
Loan pricing modelsI'm looking for bank loan pricing models. Does anyone know good reading materials(research papers, books with formulas for loan pricing)?...
Date: 5-11-2010 Initiator: Ciprian
CreditRisk+Hi, I am look for a book, 'CreditRisk+ in the Banking Industry', but unfortunatelly there is no download button for this book, just Add to my BookShelf. Does this message mean that this book i...
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CreditRisk+Hi, I am look for a book, 'CreditRisk+ in the Banking Industry', but unfortunatelly there is no download button for this book, just Add to my BookShelf. Does this message mean that this book i...
Date: 5-5-2010 Initiator: Ahmad
Thinking CoherentlyHi I am looking for the article "Thinking Coherently" and I found it and add it to my bookshelf but I cant read it, nor I can download it. May be as a new user, I am missing something, if someone ca...
Detail
Thinking CoherentlyHi I am looking for the article "Thinking Coherently" and I found it and add it to my bookshelf but I cant read it, nor I can download it. May be as a new user, I am missing something, if someone ca...
Date: 4-16-2010 Initiator: Hugues
Capital ManagementHi, Does anyone know good reading materials (research papers, books) treating the topic of: capital efficiency, capital management, optimizing the returns on capital etc... Thank you. ...
Detail
Capital ManagementHi, Does anyone know good reading materials (research papers, books) treating the topic of: capital efficiency, capital management, optimizing the returns on capital etc... Thank you. ...
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