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Thesis . 2015
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Portfelli VaR’i hindamine mitme riskifaktori korral

descriptionPublicationkeyboard_double_arrow_right Thesis 01 Jan 2015 Estonia Estonian Publisher:Tartu Ülikool
Authors: Läänemets, Hanna;

handle: 10062/47532

Portfelli VaR’i hindamine mitme riskifaktori korral

Abstract

Käesoleva bakalaureusetöö eesmärk on anda ülevaade investeerimisportfelli Value at Risk’i (VaR) hindamisest mitme riskifaktori korral. Tutvustatakse VaR’i mõistet ja omadusi ning põhilisi hindamismeetodeid. Mitme riskifaktoriga juhtumi puhul keskendutakse portfelli VaR’i hindamisele normaaljaotuse eeldusel. Viimasena käsitletakse analüütiliste meetodite kasutamist optsiooniportfellide korral.

Country
Estonia
Related Organizations
Keywords

riskitegurid, bakalaureusetööd, piirkahju, riskianalüüs, Value at Risk, risk assessment, risk factors, VaR

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Powered by OpenAIRE graph
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
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