Sökning: "Daniel Renvall Moberg"

Hittade 1 uppsats innehållade orden Daniel Renvall Moberg.

  1. 1. Calculating Value-at-Risk under the G-Normal distribution. : Applied with Swedish data.

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Daniel Renvall Moberg; [2023]
    Nyckelord :;

    Sammanfattning : Value–at–Risk (VaR) since its birth at JPMorgan in the 1990s, has become widely adopted by first and foremost the financial industry, but in later days regulatory authorities as a way of calculating downside risk. The subject in hand has led to numerous attempts by both the industry as well as scholars to find the perfect settings to calculate VaR. LÄS MER