1 – 10 of 11
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=""
width=""
height=""
allowtransparency="true"
frameborder="0">
</iframe>
- 2020
-
Mark
An Empirical Study: Expected Shortfall Estimation Methods for a Bank's Trading Book
- Master (One yr)
-
Mark
Evaluating VaR and ES for commodities - both conventionally and with neural networks
- Master (One yr)
- 2019
-
Mark
Predicting Exchange Rate Value-at-Risk and Expected Shortfall: A Neural Network Approach
- Master (One yr)
- 2018
-
Mark
The Impact of Trading Volume to Stock Market Liquidity and Volatility
- Master (One yr)
- 2016
-
Mark
Identifying an Appropriate Risk Model for Quantifying Foreign Exchange Portfolio Exposure
- Master (Two yrs)
-
Mark
Measuring Financial Risks by Peak Over Threshold Method
- Master (One yr)
- 2012
-
Mark
Modeling and Forecasting Volatility in Copper Price Returns with GARCH Models
- Bach. Degree
- 2011
-
Mark
Downside Risk Measurement of Thailand Equity Mutual Funds
- Master (One yr)
-
Mark
VaR for a portfolio of Swedish Index-bonds - An empiricial evaluation
- Master (Two yrs)
- 2010
-
Mark
An empirical evaluation of Value-at-Risk during the financial crisis
- Master (One yr)