Bussiness ManagementMBAstrategyHuman ResourceMarketingHospitalityE-commerceInternational Tradingproject managementmedia managementLogisticsFinanceAccountingadvertisingLawBusiness LawEducationEconomicsBusiness Reportbusiness planresearch proposal
英语论文题目英语教学英语论文商务英语英语论文格式商务英语翻译广告英语商务英语商务英语教学英语翻译论文英美文学英语语言学文化交流中西方文化差异英语论文范文英语论文开题报告初中英语教学英语论文文献综述英语论文参考文献
ResumeRecommendation LetterMotivation LetterPSapplication letterMBA essayBusiness Letteradmission letter Offer letter
澳大利亚论文英国论文加拿大论文芬兰论文瑞典论文澳洲论文新西兰论文法国论文香港论文挪威论文美国论文泰国论文马来西亚论文台湾论文新加坡论文荷兰论文南非论文西班牙论文爱尔兰论文
小学英语教学初中英语教学英语语法高中英语教学大学英语教学听力口语英语阅读英语词汇学英语素质教育英语教育毕业英语教学法
英语论文开题报告英语毕业论文写作指导英语论文写作笔记handbook英语论文提纲英语论文参考文献英语论文文献综述Research Proposal代写留学论文代写留学作业代写Essay论文英语摘要英语论文任务书英语论文格式专业名词turnitin抄袭检查
temcet听力雅思考试托福考试GMATGRE职称英语理工卫生职称英语综合职称英语职称英语
经贸英语论文题目旅游英语论文题目大学英语论文题目中学英语论文题目小学英语论文题目英语文学论文题目英语教学论文题目英语语言学论文题目委婉语论文题目商务英语论文题目最新英语论文题目英语翻译论文题目英语跨文化论文题目
日本文学日本语言学商务日语日本历史日本经济怎样写日语论文日语论文写作格式日语教学日本社会文化日语开题报告日语论文选题
职称英语理工完形填空历年试题模拟试题补全短文概括大意词汇指导阅读理解例题习题卫生职称英语词汇指导完形填空概括大意历年试题阅读理解补全短文模拟试题例题习题综合职称英语完形填空历年试题模拟试题例题习题词汇指导阅读理解补全短文概括大意
论文作者:留学生论文论文属性:短文 essay登出时间:2011-01-30编辑:anne点击率:2924
论文字数:4920论文编号:org201101301135074119语种:英语 English地区:德国价格:$ 66
关键词:Value-at-Risk basedManagementMarket RiskRiskMetrics
Introduction
There are various types of risk, such as credit risk, financial risk and market risk. Market risk is the focus of this paper. It is a potential that the value of an investment will decrease due to moving into market factors. For example, the 代写德国风险管理毕业论文unexpected changes in market prices results in uncertainty of future earnings. In order to minimize market risk, risk management is necessary (Alexander, 2002).
Table contents
1 Background 3
1.1 The need for Risk management 3
1.2 The application of VaR in the market risk management………………………… 5
1.3 The advantages of VaR 6
1.4 The outline of the report 7
2 The method to calculate VaR in RiskMetrics 8
2.1 The history and development of VaR 8
2.2 The main VaR models 9
2.3 The RiskMetrics model 10
2.4 RM1996 and RM2006 13
3 The comparison of CVaR, ES and VaR 16
Conclusion and Perspectives 17
Reference 19
Reference
Alexander C, (2002). The handbook of risk management and analysis, The handbook of risk management and analysis.
David P and Kevin D, (2006). After VaR: the theory, estimation, and insurance applications of quantile-based risk measures, CRIS Discussion Paper Series.
Glyn A, (2002). History of Value-at-Risk: theory and practice, California: Academic Press.
Hari P, Dinesh K, and Julius A, (2004). Value-at-risk systems and their application in integrated risk management, Journal of Academy of Business and Economics.
Hull J, (2007). Risk Management and Financial Institution, Upper Saddle River: PEARSON Prentice Hall.
Jorion P, (2006). Value at Risk, New York: McGraw-Hill.
Longerstaey J, (1996). RiskMetrics Technical Document. New York: Martin Spencer.
Schmidt A, (2005). Quantitative https://www.51lunwen.org/riskmanagement/ Finance for Physicists, San Diego: Elsevier Academic Press, pp: 121.
Stulz R, (2002). Risk Management & Derivatives, Mason: South-Western, a division of Thomson Learning.
Szil´ard P and Kondor I, (2008). Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets, Budapest.
Thomas J and Neil D, (1996). Risk measurement: an introduction to value at risk, University of Illinois at Urbana-Champaign.
代写需求
论文题目:Value-at-Risk based Management of Market Risk using Risk Metrics
论文语种:英文
您的研究方向:金融风险管理
是否有数据处理要求:否
您的国家:德国
您的学校背景:德国一般大学
要求字数:5000
论文用途:硕士毕业论文 Master Degree
是否需要盲审(博士或硕士生有这个需要):否
补充要求和说明:论文已经完成初稿,需要修改成如下结构:
1. Introduction
2. The need for Riskmanagement (根据 Basel II 标准)
3. Risk Management Methods
3.1 VaR(Value at risk)
3.2 其他 riskmanagement 方法
4. RiskMetrics
4.1 如何使用RiskMetrics计算VaR
4.2 比较 “RiskMetrics technical document 1996”和 “RiskMetrics technical document 2006” 在计算VaR上的不同之处
4.3 探讨RiskMetrics在计算VaR上的优点和劣势
5. 结论
本论文由英语论文网提供整理,提供论文代写,英语论文代写,代写论文,代写英语论文,代写留学生论文,代写英文论文,留学生论文代写相关核心关键词搜索。