"The expected value framework" trang 1 - tải miễn phí từ tailieunhanh
Measurement of liquidity-adjusted market risk by VaR and expected shortfall: Evidence from Turkish banks

Measurement of liquidity-adjusted market risk by VaR and expected shortfall: Evidence from Turkish banks
11    112    0
Lecture Financial modeling - Topic 6: Computing portfolio value-at-risk (VaR), random walk simulations, macros and @Risk simulations

Lecture Financial modeling - Topic 6: Computing portfolio value-at-risk (VaR), random walk simulations, macros and @Risk simulations
20    132    0
Lecture Financial modeling - Topic 6: Computing portfolio value-at-risk (VaR), random walk simulations, macros and @Risk simulations

Lecture Financial modeling - Topic 6: Computing portfolio value-at-risk (VaR), random walk simulations, macros and @Risk simulations
20    106    0
Statistics for Business & Economics

Statistics for Business & Economics
150    82    0
Sách: Essentials Of Statistics

Sách: Essentials Of Statistics
162    83    0
Lectures Applied statistics for business: Chapter 5 - ThS. Nguyễn Tiến Dũng

Lectures Applied statistics for business: Chapter 5 - ThS. Nguyễn Tiến Dũng
34    103    2
Lecture Financial modeling - Topic 10: Bond valuation, YTM, duration, convexity, and bond VaR

Lecture Financial modeling - Topic 10: Bond valuation, YTM, duration, convexity, and bond VaR
28    99    0
The theory and application of spectral risk measures in Vietnam

The theory and application of spectral risk measures in Vietnam
17    92    0
The assessment of share investments portfolio theory and the return on risk-adjusted capital

The assessment of share investments portfolio theory and the return on risk-adjusted capital
9    82    0
Lecture Operations management for competitive advantage (11/e) - Chapter Supplement A: Financial analysis

Lecture Operations management for competitive advantage (11/e) - Chapter Supplement A: Financial analysis
16    51    0
Lecture Financial modeling - Topic 10: Bond valuation, YTM, duration, convexity, and bond VaR

Lecture Financial modeling - Topic 10: Bond valuation, YTM, duration, convexity, and bond VaR
28    85    0
Market risk measures using finite Gaussian mixtures

Market risk measures using finite Gaussian mixtures
17    88    0
Lecture Probability Theory - Lecture 6: Mean, Variance, Moments and Characteristic Functions

Lecture Probability Theory - Lecture 6: Mean, Variance, Moments and Characteristic Functions
50    28    1
Lecture Applied data science: Classification

Lecture Applied data science: Classification
18    12    1
Ebook Selection methods in plant breeding (2nd edition)

Ebook Selection methods in plant breeding (2nd edition)
462    17    1
Lecture Money, banking, and financial markets (3/e): Chapter 5 - Stephen G. Cecchetti, Kermit L. Schoenholtz

Lecture Money, banking, and financial markets (3/e): Chapter 5 - Stephen G. Cecchetti, Kermit L. Schoenholtz
42    56    0
Lecture Money, banking, and financial markets: Chapter 5 - Stephen G. Cecchetti, Kermit L. Schoenholtz

Lecture Money, banking, and financial markets: Chapter 5 - Stephen G. Cecchetti, Kermit L. Schoenholtz
42    64    1
Synthesis and characterization of thiacalix[3]triazine and 1,3,5-tris(4- bromophenyl)benzene for chemsensor application

Synthesis and characterization of thiacalix[3]triazine and 1,3,5-tris(4- bromophenyl)benzene for chemsensor application
6    69    0