Title
Risk Measurement (German Edition),Used
Delivery time: 8-12 business days (International)
Studienarbeit aus dem Jahr 2006 im Fachbereich BWL Bank, Brse, Versicherung, Note: 1,3, ChristianAlbrechtsUniversitt Kiel, Veranstaltung: Seminar Wirtschaftstheorie bei Unsicherheit, Sprache: Deutsch, Abstract: Die in dieser Arbeit betrachteten Finanzrisiken treten bei Finanzinstituten wie Versicherungen oder Banken, aber auch bei Privatpersonen, die beispielsweise ein Aktienportfolio halten, auf. Es wird weder auf die psychologischen Hintergrnde der Risikowahrnehmung noch auf Entscheidungstheorie eingegangen. Es soll vielmehr die Risikomessung, die einen elementareren und enorm wichtigen Bestandteil im RisikoManagementprozess darstellt, betrachtet werden. Albrecht (2003) unterscheidet grundstzlich zwei Risikokonzeptionen: Risiko im Sinne einer Abweichung von einer Zielgre und Risiko als notwendiges Kapital. Beide Konzeptionen werden in Kapitel 2 aufgegriffen. Dieses Kapitel beschftigt sich mit Axiomensystemen, d.h. mit Anforderungen an Risikomae. Dies soll als Einstieg dienen, damit die in Kapitel 3 vorgestellten Risikomae auf sinnvolle Eigenschaften hin berprft werden knnen. Es werden die zweiseitigen Risikomae Varianz und Standardabweichung, aber vor allem die DownsideRisikomae Untere Semivarianz, Lower Partial Moments, Value at Risk und Conditional Value at Risk vorgestellt. Gerade VaR und CVaR erlangen durch ihre Anwendung in Basel II und Solvency II hohe Bedeutung. Die Solvabilittsvorschriften Solvency II sind Thema des 4. Kapitels. Sie sollen als Anwendungsbeispiel fr das Risikoma CVaR dienen. Ziel dieser Arbeit ist es, einen berblick ber die Riskomessung und Risikomae zu geben und ihre Einbindung in die Praxis anhand eines Beispiels zu erlutern.
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Shipping & Returns
Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Secure Payment
Your payment information is processed securely. We do not store credit card details nor have access to your credit card information.
We accept payments with :
Visa, MasterCard, American Express, Paypal, Shopify Payments, Shop Pay and more.