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2020
Mark An Extreme Value Approach to Age Limit Analysis
Musonere, Christ-Roi ^LU (2020) In Master's Theses in Mathematical Sciences MASM01 20201
Mathematical Statistics
- Master (Two yrs)
Mark Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches
Hedman, Fredrik ^LU and Håkansson, Emil ^LU (2020) NEKN02 20201
Department of Economics
- Master (One yr)
Mark A comparative study of VaR and ES using extreme value theory
Andersson, Klara ^LU (2020) NEKH01 20201
Department of Economics
- Bach. Degree
2018
Mark An Extreme Value Approach To Pricing Credit Risk
Landin, Sofia ^LU (2018) In Master’s Theses in Mathematical Sciences FMSM01 20181
Mathematical Statistics
- Master (Two yrs)
2016
Mark Identifying an Appropriate Risk Model for Quantifying Foreign Exchange Portfolio Exposure
Strömberg, Albert ^LU and Rior, Maxine ^LU (2016) EXTM10 20161
Department of Economics
- Master (Two yrs)
Mark Measuring Financial Risks by Peak Over Threshold Method
Zhang, Bing ^LU (2016) NEKN02 20161
Department of Economics
- Master (One yr)
2013
Mark Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
Thorselius, Elsa ^LU (2013) EXTM10 20131
Department of Economics
- Master (Two yrs)
2012
Mark Push it to the limit - Testing the usefulness of Extreme Value Theory in electricity markets
Fulgentiusson, Henrik ^LU (2012) NEKP01 20122
Department of Economics
- Master (Two yrs)
Mark The Best of Two Worlds—Combining Conditional Volatility Models with Extreme Value Theory to Calculate Value at Risk
Kjellson, Benjamin ^LU and Koskinen Rosemarin, Simon ^LU (2012) NEKH01 20112
Department of Economics
- Bach. Degree
Mark A comparative study of VaR models
Recht, Sebastian ^LU and Wang, Kaifeng ^LU (2012) NEKN02 20121
Department of Economics
- Master (One yr)

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