Essays about: "Johan Engvall"
Found 3 essays containing the words Johan Engvall.
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1. Täckdikning på olika jordarter : utförande och kostnader
University essay from SLU/Dept. of Biosystems and Technology (from 130101)Abstract : Täckdikningen är en förutsättning för att det ska kunna odlas på många marker i Sverige, men behovet varierar stort efter jordmån och vilken odling som skall bedrivas. Behovet av täckdikning av svensk åkermark är stort. I Sverige täckdikas det ungefär hälften av vad det bör göras årligen. READ MORE
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2. Backtesting expected shortfall: A quantitative evaluation
University essay from KTH/Matematisk statistikAbstract : How to measure risk is an important question in finance and much work has been done on how to quantitatively measure risk. An important part of this measurement is evaluating the measurements against the outcomes a procedure known as backtesting. A common risk measure is Expected shortfall for which how to backtest has been debated. READ MORE
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3. The accuracy of Value-at-Risk estimates - The effect of the amount of historical data used
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : Value-at-Risk(VaR) has become the leading risk measurement technique in finance. It's important both from a regulatory and internal perspective that the calculated VaR measures are accurate and therefore they should be backtested with appropriate methods. READ MORE