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- 2020
-
Mark
A comparative study of VaR and ES using extreme value theory
(
- Bach. Degree
-
Mark
Statistical Inference for Traffic Safety Analysis Using the Generalized Pareto Distribution
(
- Master (Two yrs)
-
Mark
Estimation of Load Profiles for Secondary Substations
(
- Prof. qual. >4 yrs
- 2018
-
Mark
An Extreme Value Approach To Pricing Credit Risk
(
- Master (Two yrs)
- 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)
- 2013
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
- 2012
-
Mark
Push it to the limit - Testing the usefulness of Extreme Value Theory in electricity markets
(
- Master (Two yrs)
-
Mark
A comparative study of VaR models
(
- Master (One yr)
-
Mark
Evaluation and Analysis of Value at Risk Methodologies for Exchange Rate Risk in the Euro Market
(
- Master (One yr)