TY  - JOUR
TT  - Capital Market, The Value Appraisal Exposed to The Risk in Investment Instruments
AU  - Aliyeva, Besti
AU  - Tağiyev, Rövşen
PY  - 2017
DA  - April
DO  - 10.23834/isrjournal.298919
JF  - The Journal of International Scientific Researches
JO  - ISRjournal
PB  - Salih YILDIZ
WT  - DergiPark
SN  - 2458-8725
SP  - 68
EP  - 76
VL  - 2
IS  - 5
KW  - Riske Maruz Değer
KW  - Risk
KW  - Varyans
KW  - Kovaryas Yönetimi
N2  - This article is about the capital market, the valueappraisal exposed to the risk in investment instruments. With globalization,the economic volumes of the countries in the world are in constant growth anddevelopment. Capital markets are affected more rapidly by these developments.Because of globalization and economic crises, the importance of the capitalmarket has increased considerably. Different methods have been developedbecause of existing risk managementmeasures are insufficient. The most common of these methods is the Risk ExposedValue. RMD is a method of measuring the highest loss that can occur in acertain period of time. RMD is a method of measuring the highest loss that canoccur with a certain probability in acertain period of time. The aim of this study is to compare the results byapplying VAR - Covariance Method, Historical Simulation Method and Monte CarloSimulation Method which are RMD calculation methods and to show which method isa more efficient calculation method.
CR  - ALTUNDAĞ, S., Güncel Muhasebe Terimleri Sözlüğü, Ankara, 2003ŞİMŞEK, M. Ş., İşletme Bilimlerine Giriş, 12. baskı, Konya, 2005
CR  - Aşıkoğlu, Rıza: Sermaye Piyasası Aracı Olarak Enflasyon Tahvilleri Değerleme, Eskişehir 1983
UR  - https://doi.org/10.23834/isrjournal.298919
L1  - https://dergipark.org.tr/en/download/article-file/284851
ER  -