Spelling suggestions: "subject:"0perational biased.mathematical models"" "subject:"0perational biomathematical models""
1 |
Statistical modelling of operational risk.January 2006 (has links)
Yeung Yu Ming. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2006. / Includes bibliographical references (leaves 35-38). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Risk Measures --- p.3 / Chapter 2.1 --- Extreme Value Thoery --- p.4 / Chapter 2.2 --- Estimating Excess Distributions --- p.7 / Chapter 2.3 --- Estimating Tails of Distributions --- p.9 / Chapter 2.4 --- VaR and ES --- p.10 / Chapter 3 --- Fitting VaR Time Series --- p.13 / Chapter 3.1 --- Autoregressive Integrated Moving Average Models --- p.13 / Chapter 3.2 --- Regression Quantiles --- p.14 / Chapter 4 --- Analysis of Hang Seng Index --- p.16 / Chapter 4.1 --- Risk Measures --- p.20 / Chapter 4.2 --- Backtesting --- p.21 / Chapter 4.3 --- Expected Shortfall --- p.25 / Chapter 4.4 --- Forecasting VaR and ES --- p.26 / Chapter 4.4.1 --- Regression Quantiles --- p.27 / Chapter 4.4.2 --- ARIMA Models --- p.28 / Chapter 5 --- Conclusion --- p.33 / References --- p.35
|
Page generated in 0.1576 seconds