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empirical value-at-risk

См. также в других словарях:

  • value at risk — alue at risk ( VAR) The amount or percentage of value that is at risk of being lost from a change in prevailing interest rates (similarly defined for things other than interest rates as well). The sensitivity of the value of a single financial… …   Financial and business terms

  • empirical VAR — A measure of a financial instrument s, a portfolio of financial instruments , or an entity s exposure to reductions in value resulting from changes in prevailing interest rates. Also known as simulation VAR, empirical VAR is one of several… …   Financial and business terms

  • Risk aversion — is a concept in psychology, economics, and finance, based on the behavior of humans (especially consumers and investors) while exposed to uncertainty. Risk aversion is the reluctance of a person to accept a bargain with an uncertain payoff rather …   Wikipedia

  • Empirical Bayes method — In statistics, empirical Bayes methods are a class of methods which use empirical data to evaluate / approximate the conditional probability distributions that arise from Bayes theorem. These methods allow one to estimate quantities… …   Wikipedia

  • Labor theory of value — The labor theories of value (LTV) are theories in economics according to which the values of commodities are related to the labor needed to produce them.There are many different accounts of labor value, with the common element that the value of… …   Wikipedia

  • Law of value — The law of value is a concept in Karl Marx s critique of political economy. Most generally, it refers to a regulative principle of the economic exchange of the products of human work: the relative exchange values of those products in trade,… …   Wikipedia

  • Auto insurance risk selection — is the process by which vehicle insurers determine whether or not to insure an individual and what insurance premium to charge. Depending on the jurisdiction, the insurance premium can be either mandated by the government or determined by the… …   Wikipedia

  • Contingent value rights — A Contingent Value Rights (CVR) is a type of option that can be issued by the buyer of a company to the sellers. It specifies an event, which, if triggered, lets the sellers acquire more shares in the target company. The New York Times claims[1]… …   Wikipedia

  • Megaprojects and risk — Megaprojects and Risk: An Anatomy of Ambition (ISBN 0521009464) is a book by Bent Flyvbjerg, Nils Bruzelius, and Werner Rothengatter dealing with the risks and legalities of promotion, policy, planning, and construction of megaprojects. Review… …   Wikipedia

  • VAR — value at risk ( VAR) The amount or percentage of value that is at risk of being lost from a change in prevailing interest rates (similarly defined for things other than interest rates as well). The sensitivity of the value of a single financial… …   Financial and business terms

  • Diversification (finance) — Finance Financial markets Bond market …   Wikipedia

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