Value at Risk calculations
Measurement of potential losses in the value of the asset VaR. Approaches that are used to compute Value at Risk: the variance-covariance approach, the historical and the Monte Carlo simulations. Risk assessment value at risk as a qualitative tool.
Подобные документы
The review method is intended to determine the properties of steel materials. Modeling neural networks to clarify the characteristics of metals. Determination of the values of the properties of steels. Structure of expert system of assessment materials.
статья, добавлен 14.07.2016A focused factory is a approach for manufacturing enterprise. The development of heuristic scheduling algorithm in step-by-step method. Nagare cell is a combination of manual and semiautomatic machine for maximum output flexibility for productions.
статья, добавлен 17.04.2013- 28. Logistic approaches to economic-mathematical modeling of pricing influence in government procurement
The influence of controlled and uncontrolled factors on price formation in public procurement procedures. Advantages and drawbacks of competitive tender procedures. The mathematical model for estimating the expected procurement price depending of bidders.
статья, добавлен 24.02.2016 Presentation of two-step recommendation model based on Contrast Analysis and Matrix Factorization techniques which mutually complement each other. Providing brief overview of different Matrix Factorization approaches. Founding Influence search algorithm.
статья, добавлен 21.03.2016Analyze the efficiency and the overall performance of Turkish airports using the data envelopment analysis. Efficiency scores under constant returns to scale. Indentifying the most and least efficient airports in Turkey using data envelopment analysis.
статья, добавлен 27.09.2016Approach to the linear model of international trade based on the theory of Markov processes. Continuous model of international trade is built, in which the transition of the system from state to state is described by linear differential equations.
статья, добавлен 29.11.2016