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- 2013
-
Mark
Structured Products Modelled as Stochastic Processes
(
- Master (Two yrs)
-
Mark
A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
(
- Bach. Degree
-
Mark
Econometric Methods and Monte Carlo Simulations for Financial Risk Management
(
- Master (One yr)
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
-
Mark
Value-at-Risk Estimation Under Shifting Volatility
(
- Master (One yr)
-
Mark
Estimation of Time-Varying Hedge Ratios for Coffee
(
- Master (One yr)
- 2011
-
Mark
Where the rainbow ends...
(
- Master (One yr)
- 2010
-
Mark
Leverage and Volatility
(
- Master (One yr)
-
Mark
The day-of-the-week effect on stock returns and volatility: The case of Latin America
(
- Master (One yr)
- 2009
-
Mark
Evaluation of Various Approaches to Value at Risk
(
- Master (One yr)