An application of alternative risk measures to trading porfolios

... extended to two risk factors, while the portfolio consists of vanilla options on stocks. 3.1 One Risk Factor To facilitate a better understanding of the behaviour of generalized Pareto ... covers the advantages of expected shortfall as an alternative risk measure to value-at -risk and the results of implementing in practice the tools of extreme value theory. EVT i...

Ngày tải lên: 27/04/2013, 11:17

... the target language as a means of instruction and communication in the language classroom, and by the avoidance of the use of the first language and of 14 Table 4.4: What teachers do to motivate ... understand about the language learning, one of the important point in language teaching, because it is the understanding how language is learnt, there will be a study of differen...

Ngày tải lên: 18/12/2013, 10:08

... corresponding to the six proficiency levels of the CEFR – A1 and A2 (Basic) – B1 and B2 (Independent) – C1 and C2 (Proficient) • Focus on candidates with “just enough” language skills to be classified into ... arguments with relevant examples on wide range of topics in field of interest • Sustains conversation with degree of fluency and spontaneity • Takes listener and cultural co...

Ngày tải lên: 16/01/2014, 23:20

... obtain the sum of bilateral credit limits granted to bank i. However, a bank’s initial payments cannot exceed this amount times the system wide Bank of Canada grants to other banks in Tranche 2. As ... consists of 272 days in which the LVTS was running. The participants in the sample consist of members of the LVTS and the Bank of Canada. For the purp oses of this study we ex...

Ngày tải lên: 16/02/2014, 12:20

... inter- action terms of individual SNP and pollutant. The cur- rent version of MTP allows one to identify the significance of a g roup of candidate variables to reduce the false discovery rate meanwhile adjusting ... analyses, visitingtheclinicbetweenJanuary2006andDecember 2008 for measurement of urinary 8-OHdG and other covariates (no repeated measurements). 8-hydroxy-2’-deoxygu...

Ngày tải lên: 17/02/2014, 22:20

... characteristics employed to explain the choice of the wastewater treatment programme alternative, and the vector of coefficients 1 to l are attached to the vector of interaction terms ( S ) ... paper are indicative of local public‟s demand for higher quality and quantity of treated wastewater to minimize the high levels of environmental and health risks in the Gan...

Ngày tải lên: 18/02/2014, 01:20

... asset categories, total loans and total securities, each bank’s balance sheet is used as a guide to slot its assets into these four major asset types. The four time bands for total loans and total securi- ties ... significant risk to a bank- ing institution because the options held by bank cus- tomers, both explicit and embedded, are generally exercised at the advantage of the holder a...

Ngày tải lên: 06/03/2014, 02:21

... AN APPLICATION OF AUTOfIATED LANGUAGE UNDERSTANDI;IG TECHNIQUES TO THF GENERATION OF DATA BASE ELEMENTS Georgette Silva, Christine Montoomerv. and Don Dwiggins Operating ... cognitive activities of the human analyst as he reads and understands message text, distilling its contents into information items of interest to him, and build- ing a conceptual model of the infor...

Ngày tải lên: 08/03/2014, 18:20

... premium to the stock and portfolio. It is expected to estimating risk and return of stock and portfolio during the period of down-turn to find whether this model is suitable to evaluate cost of equity ... UK companies during the period 1971-1990, found out the significance of book to market factor but insignificance of firm size factor in explaining stock returns. Meanwh...

Ngày tải lên: 09/09/2013, 23:57

... dilemma, and negotiations can effectively be considered as a process of moving away from less-than optimal outcomes towards increased payoffs, and the distribution of those payoffs. In an era of ... used to rank alternative courses of action. Full descriptions of the courses of action that can be taken by each party are encapsulated into “strategies.” Rigorous analysis...

Ngày tải lên: 18/02/2014, 11:20