Browse our collection of papers in
Financial Market Dissertations
P/F/211. Masters Dissertation. Heavy Tailed Financial Returns: Implications of VaR (Value at Risk)
- WORDS:
- 12500
- DATE:
- 2003
- PRICE:
- 129.99 GBP
The dissertation critically reviews existing literature and theories to contribute to better implementation of VaR in case of heavy tails. (Further information is available on request)
KEYWORDS: f, masters, dissertation, heavy, tailed, financial, returns, implications, var, value, risk,
Other Papers On: Financial Market Dissertations
Subject Catalogue
- Dissertations and Proposals
- Analysis of Companies
- Analysis of Industries
- Architecture, Design and Technology
- Computing and Mathematics
- E-Commerce and E-Business
- Economics
- Education
- Engineering
- Fashion and Culture
- Finance and Accounting
- General Business
- History
- Hospitality and Tourism
- Human Resource Management
- International Relations
- Law
- Literature, Language and Theatre Studies
- Management and Organisational Behaviour
- Marketing
- Media, Music and Art
- Operations Management
- Philosophy
- Politics
- Psychology
- Science, Medicine and Nursing
- Sociology
Keywords Tag Cloud
dissertation market stock financial proposal exchange uk investment risk impact study markets masters returns european determinants factors using application dubai equity credit volatility development bank firm risks models bonds research profitability model comparative options russia project sector impacts derivatives peg funds poverty role rates master microfinance property pricing services share real effect rate investor consumer management causes future coins adjustment affecting mumbai habits professionals strategies dynamic announcements public single reality consolidation mechanisms ftse prediction technical characteristics managing uzbekistan loans commercial banks fx dividends portfolio hedging inflation option theory forecasting techmark gold diversification eurobonds influencing psychological sentiment ipo anomalies calendar prices house faced degree firms buy mortgages light efficient relationship growth gdp performance usa economic broader day hypothesis week petroleum compare measure capm idbi icici securities emergence consequences price preference india international major pre postglobalisation period fixed regimes africa sahara nigeria supervision china sub alleviating arab united emirates dollar basket linkages call system banking greece currency fluctuations expenditure pension implied trees hedge wealth subprime mortgage toxic swaps sweet stability spreads default economies catastrophe evaluation institutions world crisis russian raised issues current consultation treasury examination critical advance feel approach recession revenue customs fundamentals changes trade balance reduction profits taxation treatment companies foreign sterling corporate splits effects siemens insider trading c statistical bubbles s electricity spot vs automated size anomaly malaysian perspective ratio debt teller machine atm correlation internet impacted fraud card manage telecommunications oil plastic ukraine term structure importance capital futures msc var value decision shipping implications tailed alternative investments return heavy determination
GET OUR GooGLE TOOLBAR BUTTON
BOOK MARK US
WHAT OTHERS HAVE SAID
The service is excellent. Delivery is prompt.Benjamin
