Auflistung nach Schlagwort "value-at-risk"

Anzeige der Dokumente 1-4 von 4

    • CRSP 

      Unbekannter Autor
      Our portfolio of stock, indexes, mutual fund, treasury, and REIT market databases is relied on by academicians whose research and publications must withstand rigorous analysis for accuracy. Quantitative analysts in the ...

    • FRB 

      Unbekannter Autor
      The Federal Reserve System is the central bank of the United States. It performs five general functions to promote the effective operation of the U.S. economy and, more generally, the public interest.

    • OptionMetrics 

      Unbekannter Autor
      OptionMetrics is the financial industry's premier provider of quality historical option price data, tools, and analytics. Currently, over 300 institutional subscribers and universities rely on our products as their main ...

    • Systemic Risk in the Financial Sector: What Can We Learn from Option Markets? 

      Kraft, Holger; Schmidt, Alexander (2014-12-14)
      We propose a novel approach on how to estimate systemic risk and identify its key determinants. For US financial companies with publicly traded equity options, we extract option-implied value-at-risks and measure the ...