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Calculation of Expected Shortfall via Filtered Historical Simulation
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2011 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2011. , 49 p.
Series
U.U.D.M. project report, 2011:13
National Category
Mathematics
Identifiers
URN: urn:nbn:se:uu:diva-154741OAI: oai:DiVA.org:uu-154741DiVA: diva2:422059
Educational program
Master Programme in Mathematics
Uppsok
Physics, Chemistry, Mathematics
Supervisors
Examiners
Available from: 2011-06-10 Created: 2011-06-10 Last updated: 2011-06-10Bibliographically approved

Open Access in DiVA

fulltext(804 kB)2918 downloads
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File name FULLTEXT01.pdfFile size 804 kBChecksum SHA-512
ee39c374e31c50eddf6456e90c8f223854089099b4cca6b20fac81aee892cf84c919ae9ad301ea0ac77885f8cb8ee612acd491e7eaa8783ae2f24d815fafcbcb
Type fulltextMimetype application/pdf

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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  • Other locale
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