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- 2017
-
Mark
Fundamental review of the trading book - The new approach to measure market risk
(
- Master (One yr)
-
Mark
A Floating Currency Macro Term Structure Model
(
- Master (Two yrs)
-
Mark
The Predictive Credit Risk Model with Implementation of Basel Regulations
(
- Master (Two yrs)
-
Mark
Portfolio construction based on value and momentum: a winning strategy?
(
- Master (One yr)
- 2016
-
Mark
Vad Skapar Återköp
(
- Bach. Degree
-
Mark
Fair Pricing of Equity-linked Notes
(
- Master (Two yrs)
-
Mark
Cross-hedging av Dried Distillers Grain - En empirisk studie i den europeiska marknaden
(
- Master (Two yrs)
-
Mark
The Cash Game-An examination of the cash holding policies in the gambling industry
(
- Master (One yr)
-
Mark
Monetary Policy Announcements and the Beta Risk Premium on NASDAQ OMX Stockholm
(
- Master (Two yrs)
-
Mark
The influence of macroeconomic factors on the stock markets in the Baltic countries and Western Europe - A comparison
(
- Master (One yr)
-
Mark
The smile of currency derivatives – PCA modelling of the FX effect
(
- Master (One yr)
-
Mark
Capital flows and non-performing loans: An empirical study of the European debt crisis
(
- Master (One yr)
-
Mark
Mitigating Default Risk in the Consumer Credit Market
(
- Master (One yr)
-
Mark
Do stock-level liquidity shocks predict stock returns? - Evidence from the Swedish stock market
(
- Master (One yr)
-
Mark
Practical estimation of Value at Risk and Expected Shortfall: Are complex methods really necessary?
(
- Bach. Degree
-
Mark
Risk Management for Swedish Farmers - An empirical study on hedge ratios for Swedish wheat
(
- Master (One yr)
-
Mark
Prospect Utility Portfolio Optimization
(
- Master (One yr)
-
Mark
An Empirical Analysis of the Influence of Jump Dynamics on Value-at-Risk Estimation
(
- Master (Two yrs)
-
Mark
Measuring Financial Risks by Peak Over Threshold Method
(
- Master (One yr)
-
Mark
The Exposure of the Nordic Banking Sector against Global Macroeconomic Factors - A Time Series Study on Probability of Default
(
- Master (Two yrs)