Essays about: "Fredrik Hedman"

Found 2 essays containing the words Fredrik Hedman.

  1. 1. Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Fredrik Hedman; Emil Håkansson; [2020]
    Keywords : Value at Risk; Expected Shortfall; Normal distribution; t-distribution; Historical Simulation; Extreme Value Theory; Peaks Over Threshold; Business and Economics;

    Abstract : With the implementation of the Fundamental Review of the Trading Book in January of 2022, financial institutions will be obligated to implement Expected Shortfall as a means of determining market risk capital. With the transition from Value at Risk to Expected Shortfall, the question of how to accurately forecast Expected Shortfall arises. READ MORE

  3. 2. Constructing Politics : Discrepancy and Discourses in the E-waste Domain

    University essay from Tema vatten i natur och samhälle; Filosofiska fakulteten

    Author : Fredrik Envall; Martin Forsman Hedman; [2012]
    Keywords : Political handling; electronic waste; discourse analysis; public debate; USA; Sweden; discrepancy; Politisk hantering; elektronikavfall; diskursanalys; offentlig debatt; USA; Sverige; diskrepans;

    Abstract : The societal benefits of new technology and electronic products can hardly be underestimated. However, new technological achievements bring problems as well since obsolete products, due to ever-growing amounts and complex composition, are difficult to handle in a sound manner. READ MORE