Change search
ReferencesLink to record
Permanent link

Direct link
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)2777 downloads
File information
File name FULLTEXT01.pdfFile size 804 kBChecksum SHA-512
ee39c374e31c50eddf6456e90c8f223854089099b4cca6b20fac81aee892cf84c919ae9ad301ea0ac77885f8cb8ee612acd491e7eaa8783ae2f24d815fafcbcb
Type fulltextMimetype application/pdf

By organisation
Analysis and Applied Mathematics
Mathematics

Search outside of DiVA

GoogleGoogle Scholar
Total: 2777 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 543 hits
ReferencesLink to record
Permanent link

Direct link