Browsing Studentoppgaver (TN-ISØP) by Subject "Value-at-Risk (VaR)"
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Extreme risk management in oil and natural gas markets
(Masteroppgave/UIS-TN-IØRP/2012;, Master thesis, 2013-02-01)Value at Risk (VaR) is an important calculation in risk management. It is a commonly used measure of risk in finance, and is used by corporations to estimate potential future loss. With a significance level, VaR gives the ...