Valor en Riesgo y recursos propios en las entidades bancarias

Front Cover
Publicacions de la Universitat Jaume I, 2000 - Business & Economics - 172 pages
0 Reviews
Banks are immerse in a process of change due to the technologic revolution and to the globalisation of the economic activity. These two factors can be measured by means of the Risk Value, a new indicator. This book analyses the different models used to the determination of this new measure and includes some examples.
 

What people are saying - Write a review

We haven't found any reviews in the usual places.

Contents

INTRODUCCIÓN
19
La sensibilidad del valor de las opciones
55
Determinación de la sensibilidad de los factores en una cartera
79
Generación de números aleatorios normalmente distribuidos
103
Obtención de la varianza del rendimiento de la cartera a partir
123
Fundamentos teóricos del cálculo factorial
161
BIBLIOGRAFÍA
169
Copyright

Common terms and phrases

Bibliographic information