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- 2015
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Mark
Empirical Analysis of GARCH model Performance in Value at Risk Estimation
- Master (One yr)
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Mark
Evaluating Credit Default Swap spreads using the CreditGrades model - A study on European non-financial firms
- Master (Two yrs)
- 2014
-
Mark
CAUSES OF THE GREAT MODERATION RE-STUDIED
- Master (One yr)
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Mark
The Value of Acquiring: An Event Study on Shareholder Value for Defence Sector M&A's
- Master (One yr)
-
Mark
Return Models and Covariance Matrices
- Master (Two yrs)
- 2013
-
Mark
Structured Products Modelled as Stochastic Processes
- Master (Two yrs)
-
Mark
Econometric Methods and Monte Carlo Simulations for Financial Risk Management
- Master (One yr)
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Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
- Master (Two yrs)
-
Mark
A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
- Bach. Degree
-
Mark
Value-at-Risk Estimation Under Shifting Volatility
- Master (One yr)