Sökning: "torben weisner"

Hittade 1 uppsats innehållade orden torben weisner.

  1. 1. Value-at-Risk and Extreme Events

    Magister-uppsats, Uppsala universitet/Matematiska institutionen

    Författare :Torben Weisner; [2010]
    Nyckelord :;

    Sammanfattning : The purpose of this thesis is to test the risk-measure Value-at-Riskand techniques for calculating it on data from the Financial Crisis of2007–2010. Different “pre-Financial Crisis” approaches to calculatingValue-at-Risk are considered, and tested on data from the period ofthe Financial Crisis. LÄS MER