31 – 40 of 103
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 2013
-
Mark
Reporäntans effekt på aktiekurser
(
- Bach. Degree
-
Mark
Stockholmsbörsens avkastning efter stora prisrörelser på utländska börser
(
- Bach. Degree
-
Mark
Measuring credit risk: The relation between CDS Spreads, the modified Merton model and credit ratings
(
- Bach. Degree
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
-
Mark
The effect of credit rating announcements on CDS spreads - an empirical study of the European, American and Asian-Pacific CDS markets
(
- Bach. Degree
-
Mark
Predicting Default – Moody’s, Merton, Logit – which is more accurate?
(
- Master (One yr)
-
Mark
Ränteparitetsteoremet i kriser - en empirisk studie
(
- Bach. Degree
-
Mark
Value at risk, en jämförelse mellan svenska och danska statspapper
(
- Bach. Degree
-
Mark
Option Valuation in Changing Markets
(
- Master (One yr)
- 2012
-
Mark
The Best of Two Worlds—Combining Conditional Volatility Models with Extreme Value Theory to Calculate Value at Risk
(
- Bach. Degree