University of Oulu

Adjusting the portfolio VaR by changing the delta

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Author: Isojärvi, Jarno1
Organizations: 1University of Oulu, Oulu Business School, Department of Finance, Finance
Format: ebook
Version: published version
Access: restricted
  Theses with restricted access are only available for reading on the e-thesis workstations.
Pages: 53
Persistent link: http://urn.fi/URN:NBN:fi:oulu-202005212045
Language: English
Published: Oulu : J. Isojärvi, 2020
Publish Date: 2020-05-22
Thesis type: Master's thesis
Tutor: Sahlström, Petri
Reviewer: Kallunki, Juha-Pekka
Sahlström, Petri
Subjects:
Copyright information: © Jarno Isojärvi, 2020. This publication is copyrighted. You may download, display and print it for your own personal use. Commercial use is prohibited.