Essays about: "Laura Emina Ludolphy"
Found 1 essay containing the words Laura Emina Ludolphy.
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1. An Empirical Study: Expected Shortfall Estimation Methods for a Bank's Trading Book
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This thesis investigates methods that estimate the Expected Shortfall correctly by passing the Acerbi-Szekely (2014) backtest in both stressed and calm periods. This backtest is added to in this thesis to test against both under- and overestimation of ES. READ MORE
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