Издательство: | Книга по требованию |
Дата выхода: | июль 2011 |
ISBN: | 978-6-1304-9964-8 |
Объём: | 124 страниц |
Масса: | 209 г |
Размеры(В x Ш x Т), см: | 23 x 16 x 1 |
High Quality Content by WIKIPEDIA articles! Volatility risk in financial markets is the likelihood of fluctuations in the exchange rate of currencies. Therefore, it is a probability measure of the threat that an exchange rate movement poses to an investor's portfolio in a foreign currency. The volatility of the exchange rate is measured as standard deviation over a dataset of exchange rate movements. A far more sophisticated extension of this model is the Value at Risk method, which helps to determine the actual risk exposure to a portfolio of several currencies.
Данное издание не является оригинальным. Книга печатается по технологии принт-он-деманд после получения заказа.