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Tag Archives: Variance
Mesures de risques
Mesures de risques Dans cet article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) présente les mesures de risques basées sur la distribution statistique des rentabilités d’une position de marché, ce qui est une approche … Continue reading
Posted in Contributors, Financial techniques
Tagged Expected Shortfall, Mesure de risque, Stress value, Value at risk, Variance
3 Comments
Catégories de mesures de risques
Catégories de mesures de risque Dans cet article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) présente les catégories de mesures de risques couramment utilisées en finance. Selon le type d’actif et l’objectif de gestion … Continue reading
Posted in Contributors, Financial techniques
Tagged Expected Shortfall, Mesure de risque, Scénario, Sensibilité, Stress test, Stress value, VaR, Variance
2 Comments
Moments d’une distribution statistique
Moments d’une distribution statistique Dans cet article, Shengyu ZHENG (ESSEC Business School, Grande Ecole Program – Master in Management, 2020-2023) présente les quatre premiers moments d’une distribution statistique : la moyenne, la variance, la skewness et la kurtosis. Variable aléatoire … Continue reading
Posted in Contributors, Financial techniques
Tagged Ecart-type, Kurtosis, Moments, Moyenne, Skewness, Variance
2 Comments
Standard deviation
Standard deviation In this article, Jayati WALIA (ESSEC Business School, Grande Ecole Program – Master in Management, 2019-2022) presents an overview of standard deviation and its use in financial markets. Mathematical formulae To identify the center or average of any … Continue reading
Posted in Contributors, Financial techniques
Tagged Risk, Standard deviation, Statistics, Variance, Volatility
1 Comment