Browsing İstatistik Bölümü Tez Koleksiyonu by Subject "Value-at-risk"
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Uç Değerler Teorisi ve Riske Maruz Değer
(Fen Bilimleri Enstitüsü, 2014)Value-At-Risk (VaR) is a method, measures the maximum loss of the investment for a given confidence interval and holding period. When the classical VaR models are analyzed, it is shown that these models are based on the ...