Quality control of Hydro's approach for simulation of market risk

Aas, Kjersti; Løland, Anders; Neef, Linda Reiersølmoen

November 01, 2004

SAMBA

• Areas: Finance and Insurance
• Keywords: Volatility, risk,commodities, interest rates, currencies, autoregressive
• Page(s): 52
• Name and number of project:
• Title: Quality control of Hydro's approach for simulation of market risk
• Author(s): Aas, Kjersti; Løland, Anders; Neef, Linda Reiersølmoen
• Report number: SAMBA/23/04
• Published date: November 01, 2004