Essays about: "Lulu Valevie"

Found 1 essay containing the words Lulu Valevie.

  1. 1. Parametric Value-at-Risk in Leptokurtic Distributions

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Lulu Valevie; Patrik Essunger; [2016]
    Keywords : Value-at-Risk; Leptokurtic; Student s t-distribution; Currencies; Commodities;

    Abstract : Value-at-risk offers a quick estimate of the market risk exposure inherent in an asset or portfolio. A wide range of value-at-risk methods exist, which differ slightly in the estimation procedures and their assumptions. READ MORE