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1.96k views • 191 slides
JavaScript basics

JavaScript basics

JavaScript basics. Chapter 4 of text supplement Most of the text and my examples are in a directory mostly linked at http://employees.oneonta.edu/higgindm/javascript/scriptexamples.html Text examples are in http://.../Higgindm/csci245/javascript as js or html under their text names.

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CHAPTER 6

CHAPTER 6

CHAPTER 6. The Three Common Approaches for Calculating Value at Risk. INTRODUCTION. VaR is a good measure of risk To estimate the value's probability distribution, we use two sets of information the current position, or holdings, in the bank's trading portfolio

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PICDEM

PICDEM

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743 views • 41 slides
Chapter 2 Elementary Programming

Chapter 2 Elementary Programming

Chapter 2 Elementary Programming. Motivations.

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Value at Risk of Commercial Bank The Banking industry of Taiwan

Value at Risk of Commercial Bank The Banking industry of Taiwan

Value at Risk of Commercial Bank The Banking industry of Taiwan. ??? ?????????? dachen@mail2.scu.edu.tw Tel : ( 02) 2311-1531 ext 2720. BIS vs WB. BANK FOR INTERNATIONAL SETTLEMENTS (BIS)

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Modifying webpage behavior using client-side scripting

Modifying webpage behavior using client-side scripting

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457 views • 33 slides
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?? ??? ???. ?? ??? ???. ????? ???? ??? ????? ??? ?? HTML5. ???? ????? : ????? ????? ???? ?????? ??? ??? ?????? 1391. ?????? ????? ???? ?? HTML 5 ??????? ?? ????? ????? ????? ???? ???? ???? ????? ???? ????? ????? ???? ? ????? ?? ???? ? ???? ?? ??????? ?? ?? < canvas >

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?? Yahoo! UI Library ? Ajax ????

?? Yahoo! UI Library ? Ajax ????

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Creating Databases for Web Applications

Creating Databases for Web Applications

Creating Databases for Web Applications. Reprise: Systems design (diagrams) Flash to php Homework: Prepare for quiz. Systems design. Focus on information what is the information and how do [things] relate Entity relationship diagrams is tool

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Chebychev , Hoffding , Chernoff

Chebychev , Hoffding , Chernoff

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JavaScript

JavaScript

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Hedging and Value-at-Risk (VaR) Single asset VaR Delta-VaR for portfolios Delta-Gamma VaR

Hedging and Value-at-Risk (VaR) Single asset VaR Delta-VaR for portfolios Delta-Gamma VaR

Hedging and Value-at-Risk (VaR) Single asset VaR Delta-VaR for portfolios Delta-Gamma VaR simulated VaR. Finance 70520, Spring 2002 Risk Management & Financial Engineering S. Mann The Neeley School. Value at Risk (VaR).

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939 views • 22 slides
CMPSC 60: Week 6 Discussion

CMPSC 60: Week 6 Discussion

CMPSC 60: Week 6 Discussion. Originally Created By: Jason Wither Updated and Modified By: Ryan Dixon. University of California Santa Barbara. Shell Scripts - Usefulness. Mass file modification Run a program on a set of files Rename a set of files Convert image files from Bitmap to JPEG

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C#4.0 ??????????

C#4.0 ??????????

C#4.0 ??????????. ???. Visual Studio ???. ?? Visual Studio Visual Studio 2010 ?????????????? VS ? WPF ???? ????????? ??????? ??????. ???. C# 4.0 VB 10.0 Python, Ruby DLR ?? ? F# ?? ? M ?? ? C++0x ??????????????. C#4. C#4 ????. Dynamic Types IronPython Script Support

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Lista probleme rezolvate informatica

Lista probleme rezolvate informatica

Lista probleme rezolvate informatica. 1.Generarea combinarilor var sol:array[1..9] of integer; n,p:integer; procedure back(k:integer); var i:integer; begin if k=p+1 then begin for i:=1 to p do write (sol[i])l writeln; end;

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Objectives: Discuss the rationale for risk-measurement and the definition of Value at Risk (VaR).

Objectives: Discuss the rationale for risk-measurement and the definition of Value at Risk (VaR).

Risk Measurement Using Value at Risk. Objectives: Discuss the rationale for risk-measurement and the definition of Value at Risk (VaR). How to implementing VaR when portfolio returns are assumed to be normally distributed. The use of historical back simulation to calculate VaR.

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427 views • 16 slides
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