Liquidity Adjustment in Value at Risk(VaR) Model 部分内容如下： Liquidity Adjustment in Value at Risk( VaR) Model : Evidence[rom Indian Debt Market Sunan o Royl Abstract Conventional Value at Risk models are severely constrained while deal...

Factors at Risk 部分内容如下： Abstract Fctors at Risk G. Studer Prof. H.-J. Luthi RiskLab: Technical Report, January 1997 Abctract: The identification of scenarios which have a particularly low or high PL helps to get a better understandi...

Evaluating Value at Risk 部分内容如下： Evaluating Value at Risk Methodologies: Accuracy versus Computational Time First Version: September 1995 Current Version: November 1996 Abstract: Recent research has shown that different methods ofco...

An Overview of Value at Risk Darrell Duffie and Jun Pan Preliminary Draft: January 217 1997 This reviewl of value at risk, or VaR. describes some of the basic issues involved in measuring the market risk of a financial firm7s book, the lis...

Mishkin （米什金）货币银行学（The economics of money banking and financial market), 第七版，出版时间2004年。 节选部分内容： On the evening news you have just heard that the Federal Reserve is raising the federal funds rate by of a percenta...

目前讨论的全国统一成份指数主要是为了推出股指期货以及其它衍生产品（在这里被称为股指期货标的指数）。股指期货标的指数和上证30指数与深证40指数的功能是不一样的。指根据指数功能不同，股票指数可分为标尺性指数与投资性指数两种。标尺性指数主要作为市...

The Nature of Derivatives A derivative is an instrument whose value depends on the values of other more basic underlying variables Examples of Derivatives Futures Contracts Forward Contracts Swaps Options...

l Exchange traded l Traditionally exchanges have used the open-outcry system, but increasingly they are switching to electronic trading l Contracts are standard; there is virtually no credit risk l Over-the-counter (OTC) l A computer- and...

第一部分 艾略特理论 第章总的概念 第二章波浪构成指南 第三章波浪理论的历史背景和数学背 第二部分 艾略特理论的实际应用 第四章 比率分析和斐波纳奇时间序列 第五章 长期浪相当前的混合体 第六章股票和商品 第七草 分析市场的其它方法与波浪理论的关系 第...

什么是操作风险 RBS 组织结构和方法 操作风险管理框架 操作风险管理手册 操作风险报告 内控...