Title:

Komputerowe wspomaganie zarządzania i procesów decyzyjnych w gospodarce * Techniki informatyczne w bankowości i finansach * Koncepcja oceny ryzyka inwestycyjnego: wariacyjno-kowariacyjna metoda Value at Risk

Subtitle:

Książka = Book ; KS/4/2002/R05P03

Creator:

Krawczak, Maciej ; Miklewski, Antoni

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2002

Description:

[5], 243-252 pages ; 21 cm ; Bibliography p. 251-252

Type of object:

Book/Chapter

Abstract:

The method Value at Risk is devoted to valuate highest expected lost within prescribed time horizan. The method is based on standard statistic techniques under the assumption that the financial market is stable, and the level of probability is prescribed. The method is used in a variety of application, e.g. the allocation of investments, financial decision support investments. In this paper the only one approach to the Value at Risk method has been reported, namely the parameterised variational-covariational method.

Relation:

Książka = Book

Resource type:

Text

Detailed Resource Type:

Book

Source:

KS-2002-04-R05P03

Language:

pol

Language of abstract:

pol

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open