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Value at Risk models for Energy Risk Management / Value at Risk models in Energy Risk Management

The main focus of this thesis lies on description of Risk Management in context of Energy Trading. The paper will predominantly discuss Value at Risk and its modifications as a main overall indicator of Energy Risk.

Identiferoai:union.ndltd.org:nusl.cz/oai:invenio.nusl.cz:71889
Date January 2010
CreatorsNovák, Martin
ContributorsHnilica, Jiří, Sieber, Patrik
PublisherVysoká škola ekonomická v Praze
Source SetsCzech ETDs
LanguageGerman
Detected LanguageEnglish
Typeinfo:eu-repo/semantics/masterThesis
Rightsinfo:eu-repo/semantics/restrictedAccess

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