- variance-covariance value-at-risk
- сокр. variance-covariance VaR фин. = analytical value-at-risk
Англо-русский экономический словарь.
Англо-русский экономический словарь.
Value at risk — (VaR) is a maximum tolerable loss that could occur with a given probability within a given period of time. VaR is a widely applied concept to measure and manage many types of risk, although it is most commonly used to measure and manage the… … Wikipedia
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probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… … Universalium