Essays about: "Torben Weisner"

Found 1 essay containing the words Torben Weisner.

  1. 1. Value-at-Risk and Extreme Events

    University essay from Matematiska institutionen

    Author : Torben Weisner; [2010]
    Keywords : ;

    Abstract : The purpose of this thesis is to test the risk-measure Value-at-Riskand techniques for calculating it on data from the Financial Crisis of2007–2010. Different “pre-Financial Crisis” approaches to calculatingValue-at-Risk are considered, and tested on data from the period ofthe Financial Crisis. READ MORE