Sökning: "Brentoil"

Hittade 1 uppsats innehållade ordet Brentoil.

  1. 1. An empirical evaluation of Value at Risk

    D-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Martin Gustafsson; Caroline Lundberg; [2009-01-30]
    Nyckelord :Value at Risk; return characteristics; historical simulation; moving average; GARCH; normal distribution; Brentoil; OMXs30; Swedish treasurybills;

    Sammanfattning : In light of the recent financial crisis, risk management has become a very current issue. One of the most intuitive and comprehendible risk measures is Value at Risk (VaR). VaR puts a monetary value on the risk that arises from holding an asset and is defined as the “the worst loss over a target horizon with a given level of confidence”. LÄS MER