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- 2020
-
Mark
Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches
- Master (One yr)
-
Mark
An Extreme Value Approach to Age Limit Analysis
- Master (Two yrs)
-
Mark
Extreme value modeling of wind effect on dune erosion on the Coast of ̈Angelholm
- Master (Two yrs)
- 2018
-
Mark
An Extreme Value Approach To Pricing Credit Risk
- Master (Two yrs)
- 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)
- 2013
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
- Master (Two yrs)
- 2012
-
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)
-
Mark
The Best of Two Worlds—Combining Conditional Volatility Models with Extreme Value Theory to Calculate Value at Risk
- Bach. Degree