Expected Value trang 1 tải miễn phí từ TAILIEUCHUNG

"Expected Value" trang 1 - tải miễn phí từ Tailieuchung

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 92 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 98 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 87 0

Statistics for Business & Economics

Statistics for Business & Economics

150 56 0

Sách: Essentials Of Statistics

Sách: Essentials Of Statistics

162 65 0

Lectures Applied statistics for business: Chapter 5 - ThS. Nguyễn Tiến Dũng

Lectures Applied statistics for business: Chapter 5 - ThS. Nguyễn Tiến Dũng

34 75 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 71 0

The theory and application of spectral risk measures in Vietnam

The theory and application of spectral risk measures in Vietnam

17 64 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 59 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 39 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 67 0

Market risk measures using finite Gaussian mixtures

Market risk measures using finite Gaussian mixtures

17 70 0

Lecture Probability Theory - Lecture 6: Mean, Variance, Moments and Characteristic Functions

Lecture Probability Theory - Lecture 6: Mean, Variance, Moments and Characteristic Functions

50 13 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 42 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 52 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 52 0

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