Stress testing for VaR and CVaR
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F08%3A00100093" target="_blank" >RIV/00216208:11320/08:00100093 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Stress testing for VaR and CVaR
Original language description
Stress testing is connected with quantification of losses or risks in finance. The chapter is focused on the stress testing for two risk measures VaR a CVaR.
Czech name
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Czech description
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Classification
Type
C - Chapter in a specialist book
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2008
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Book/collection name
Quantitative Fund Management
ISBN
978-1-4200-8191-6
Number of pages of the result
21
Pages from-to
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Number of pages of the book
488
Publisher name
Chapman and Hall
Place of publication
USA
UT code for WoS chapter
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