Rate of Return and Financial Risk

Tomas Cipra ()
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Tomas Cipra: Charles University of Prague, Dept. of Statistics, Faculty of Mathematics and Physics

Chapter Chapter 12 in Financial and Insurance Formulas, 2010, pp 95-107 from Springer

Abstract: Abstract Chapter 12 is devoted to problems related to financial risk: 12.1. Rate of return, 12.2. Financial risk, 12.3. Value at risk VaR, 12.4. Credit at risk CaR.

Keywords: Risk Measure; Credit Risk; Financial Risk; Financial Asset; Implied Volatility (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-7908-2593-0_12

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DOI: 10.1007/978-3-7908-2593-0_12

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