Computing VaR of a Portfolio of Electricity Forward Contracts Kjersti Aas Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/25/03) Year: 2003 Issue: SAMBA/25/03 Number of pages: 25 Kjersti Aas Research Director SAMBA You are here: Home Publications Report Computing VaR of a Portfolio of Electricity Forward Contracts
