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  • 2007 Enterprise Risk Management Symposium: Integration of Financial Risk with Efficiency Measurement - Case of Summer 2006 in Electricity Sales Business in Poland
    the  pricing  techniques  based  on  options  valuation  for  such  portfolios.      Short‐term open position  ... The above‐described issues are the basis for risk valuation by the Monte Carlo  method of the hypothetic retail portfolio ...

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    • Authors: Dariusz Michalski, Marcin Wisniowski
    • Date: Mar 2007
    • Competency: External Forces & Industry Knowledge>Actuarial theory in business context
    • Topics: Enterprise Risk Management>Financial management; Enterprise Risk Management>Risk measurement - ERM