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Author: | Nylund, Samppa |
Title: | Value-at-Risk Analysis for Heavy-Tailed Financial Returns |
Positiivisesti huipukkaiden osaketuottojen Value-at-Risk -analyysi | |
Publication type: | Master's thesis |
Publication year: | 2001 |
Pages: | 77 Language: eng |
Department/School: | Teknillisen fysiikan ja matematiikan osasto |
Main subject: | Sovellettu matematiikka (Mat-2) |
Supervisor: | Salo, Ahti |
Instructor: | Salo, Ahti |
OEVS: | Electronic archive copy is available via Aalto Thesis Database.
Instructions Reading digital theses in the closed network of the Aalto University Harald Herlin Learning CentreIn the closed network of Learning Centre you can read digital and digitized theses not available in the open network. The Learning Centre contact details and opening hours: https://learningcentre.aalto.fi/en/harald-herlin-learning-centre/ You can read theses on the Learning Centre customer computers, which are available on all floors.
Logging on to the customer computers
Opening a thesis
Reading the thesis
Printing the thesis
|
Location: | P1 Ark TF80 | Archive |
Keywords: | investment science risk management Value-at-Risk RiskMetrics heavy tails Bayesian estimation rahoitusteoria riskienhallinta Value-at-Risk RiskMetrics positiivinen huipukkuus bayesilainen estimointi |
ED: | 2001-12-27 |
INSSI record number: 18145
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