Электронная библиотека
Риск-менеджмент и количественное измерение финансовых рисков в нефинансовых корпорациях
Лукашов А.В.
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Историческая справка;Вычисление рисковой стоимости валютного форвардного контракта;Вычисление VaR валютного форвардного контракта методом исторического моделирования;Вычисление VaR валютного форвардного контракта ковариационным методом;Использование концепции VaR в современном агробизнесе: рисковая стоимость валовой процессинговой маржи на примере откормочной маржи;Использование методологии VaR при измерении контрагентного риска для форвардных фрахтовыхсоглашений; |
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Лукашов Андрей Валерьевич
Руководитель Департамента финансового консультирования компании "Форум-консалтинг", специалист по корпоративным финансам, прогнозированию и ценообразованию. Независимый консультант. Москва