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1 Monte Carlo value at risk
сокр. Monte Carlo VaR фин. сумма под риском методом Монте-Карло*Syn:* * *. метод определения VAR для сложных портфелей. (A methodology for estimating value at risk (VAR) for complex portfolios.) . Словарь терминов по риск-медеджменту .Англо-русский экономический словарь > Monte Carlo value at risk
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2 Monte Carlo value-at-risk
Англо-русский экономический словарь > Monte Carlo value-at-risk
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3 Monte Carlo value at risk
сокр. Monte Carlo VaR фин. = simulation value-at-riskThe new English-Russian dictionary of financial markets > Monte Carlo value at risk
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4 Monte Carlo value-at-risk
сокр. Monte Carlo VaR фин. = simulation value-at-riskThe new English-Russian dictionary of financial markets > Monte Carlo value-at-risk
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5 Monte Carlo VAR
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6 Monte Carlo VAR
фин. = simulation value-at-riskThe new English-Russian dictionary of financial markets > Monte Carlo VAR
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7 simulation value-at-risk
сокр. simulation VaR фин. имитационная [эмпирическая\] сумма под риском* (показатель, характеризующий возможность уменьшения стоимости финансового инструмента, инвестиционного портфеля или собственного капитала, либо доходов от инвестиций в результате неблагоприятного изменения процентных ставок; расчет основан на анализе множества сценариев изменения процентных ставок и оценке дисперсии возможных изменений стоимости)Syn:See:Англо-русский экономический словарь > simulation value-at-risk
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8 simulation value-at-risk
сокр. simulation VaR фин. имитационная сумма под риском* (показатель, характеризующий возможность уменьшения стоимости финансового инструмента, инвестиционного портфеля или собственного капитала, либо доходов от инвестиций в результате неблагоприятного изменения процентных ставок; расчет основан на анализе множества сценариев изменения процентных ставок и оценке дисперсии возможных изменений стоимости)Syn:empirical VaR, Monte Carlo value-at-riskSee:The new English-Russian dictionary of financial markets > simulation value-at-risk
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9 risk
сущ.эк. риск (ситуация, когда результат какого-л. экономического выбора имеет случайный характер, но при этом известно вероятностное распределение значений этого результата)See:risk management, accounting risk, amount at risk, amount of risk, analytical value-at-risk, at risk, at risk rules, Australian Stock Price Riskless Indexed Note, balance sheet risk, basis risk, bond-yield-plus-risk-premium approach, Business Environment Risk Information Index, business risk, businessman's risk, call risk, capital risk, cash flow risk, collection risk, commercial credit risk, concentration risk, credit risk, currency risk, customer credit risk, customer financing risk, default risk, default risk premium, del credere risk, delivery risk, diversifiable risk, earnings at risk, earthquake-risk bonds, equity value-at-risk, event risk, exchange rate risk, exchange risk, export risk guarantee, financial credit risk, financial risk, high-risk product, historical value-at-risk, inflation risk, interest rate risk, interest rate risk management, investment risk, legal risk, liquidity risk, margin risk, market risk, market risk premium, maturity risk, maturity risk premium, Monte Carlo value at risk, nominal risk-free rate, noncontrollable risk, nondiversifiable risk, portfolio construction financial risk, prepayment risk, price of risk, price risk, pure risk, real risk-free rate, regulatory risk, reinvestment rate risk, reinvestment risk, residual risk, return on risk-adjusted capital, risk arbitrage, risk averse, risk aversion, risk capital, risk investment, risk lover, risk measure, risk preferent, risk premium, risk price, risk transfer, risk/return indifference curve, risk/return trade-off, risk/return tradeoff function, risk-adjusted discount rate, risk-adjusted discount rate method, risk-adjusted rate of return, risk-adjusted return, risk-adjusted return on capital, risk-adjusted return on risk-adjusted capital, risk-averse investor, risk-free, risk-free rate, risk-free rate of return, risk-free return, riskless arbitrage, riskless rate of return, riskless transaction, risk-loving investor, risk-neutral investor, risk-return indifference curve, risk-return trade-off, risk-reward trade-off, risk-seeking investor, settlement risk, simulation value at risk, simulation value-at-risk, specific risk, speculative risk, stand-alone risk, Swap Transferring Risk with Participating Element, systematic risk, transaction risk, underwriting risk, unique risk, unlimited risk, unsystematic risk, value at risk, value-at-risk model, vega risk, yield curve riskThe new English-Russian dictionary of financial markets > risk
См. также в других словарях:
Monte Carlo methods in finance — Monte Carlo methods are used in finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining their average… … Wikipedia
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Cashflow at Risk — Der Cash Flow at Risk ist eine statistisch ermittelte Kennzahl zur Risikobewertung. Vom Value at Risk unterscheidet er sich lediglich durch die Bezugsgröße Cash Flow. Zur Berechnung des Cash Flow at Risk ist zunächst eine Dekomposition der Cash… … Deutsch Wikipedia
Option (finance) — Stock option redirects here. For the employee incentive, see Employee stock option. Financial markets Public market Exchange Securities Bond market Fixed income … Wikipedia
Outline of finance — The following outline is provided as an overview of and topical guide to finance: Finance – addresses the ways in which individuals, businesses and organizations raise, allocate and use monetary resources over time, taking into account the risks… … Wikipedia
