Browsing NTNU Open by Author "Bang, Christian Preben"
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The Performance of Market Risk Measures on High and Low Risk Portfolios in the Norwegian and European Markets.
Bang, Christian Preben (Master thesis, 2012)A basic overview of mathematical finance and pricing theory is given. The Black-Scholes model and the LIBOR Market Model are explained, and their assumptionsare discussed and tested on historical data. The normality of ...