Essays about: "Swedish treasurybills"

Found 1 essay containing the words Swedish treasurybills.

  1. 1. An empirical evaluation of Value at Risk

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Martin Gustafsson; Caroline Lundberg; [2009-01-30T09:53:45Z]
    Keywords : Value at Risk; return characteristics; historical simulation; moving average; GARCH; normal distribution; Brentoil; OMXs30; Swedish treasurybills;

    Abstract : In light of the recent financial crisis, risk management has become a very current issue. One of the most intuitive and comprehendible risk measures is Value at Risk (VaR). VaR puts a monetary value on the risk that arises from holding an asset and is defined as the “the worst loss over a target horizon with a given level of confidence”. READ MORE