Chinhoyi University Of Technology OPAC
Image from Google Jackets

VaR when volatility is changing [electronic resource] / Elizabeth Sheedy.

By: Material type: FilmFilmPublisher number: 1957 | Henry Stewart TalksSeries: Henry Stewart talks. Marketing & management collection. Quantitative financial risk managementPublication details: London : Henry Stewart Talks, 2007.Description: 1 online resource (1 streaming video file (26 min.) : color, sound)Subject(s): Online resources:
Contents:
Contents: What can we learn from problems with VaR models in late 2007? -- Common patterns in volatility (the clustering effect) -- Forecasting volatility using GARCH -- Implications for VaR, stress testing and capital requirements.
Tags from this library: No tags from this library for this title. Log in to add tags.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Home library Call number Status Date due Barcode
Books Books Chinhoyi University of Technology Libraries Chinhoyi University of Technology Libraries Available

Animated audio-visual presentations with synchronized narration.

Title from title frames.

Contents: What can we learn from problems with VaR models in late 2007? -- Common patterns in volatility (the clustering effect) -- Forecasting volatility using GARCH -- Implications for VaR, stress testing and capital requirements.

Access restricted to subscribers.

Mode of access: World Wide Web.

System requirements: Browser compatibility: updated Mozilla Firefox, Google Chrome, Safari or Internet Explorer 8+. Browser settings: enable JavaScript, enable cookies from the Henry Stewart Talks site. Required Desktop Browser plugins & viewers: Updated Adobe Flash Player & Adobe Acrobat Reader. Mobile device & operating system versions: Android v2.1+, iPhone 4+ (iOS v5.x+), iPad 2+ (iOS v5.x+), BlackBerry OS v7.0+, Windows Phone v6.5.1+.

There are no comments on this title.

to post a comment.
@2023 All rights reserved. C.U.T Library