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- 2020
-
Mark
Evaluating VaR and ES for commodities - both conventionally and with neural networks
(
- Master (One yr)
-
Mark
An Empirical Study: Expected Shortfall Estimation Methods for a Bank's Trading Book
(
- 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
Measuring Financial Risks by Peak Over Threshold Method
(
- Master (One yr)
-
Mark
Identifying an Appropriate Risk Model for Quantifying Foreign Exchange Portfolio Exposure
(
- Master (Two yrs)
- 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)