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- 2013
-
Mark
Econometric Methods and Monte Carlo Simulations for Financial Risk Management
(
- Master (One yr)
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
- 2011
-
Mark
Development and Validation of a Turbulent Flame Propagation Model
(
- Master (One yr)
-
Mark
Studying Electron Dynamics using Attosecond Streaking
(
- Master (Two yrs)
- 2010
-
Mark
Brandteknisk riskvärdering av Västerhöjdsgymnasiet, Skövde
2010)(
Division of Fire Safety Engineering
Fire Protection Engineering 3,5 years
Division of Risk Management and Societal Safety- Misc.
-
Mark
Monte Carlo based collateralized loan obligation (CLO) valuation under
(
- Bach. Degree
- 2009
-
Mark
The Heston Model - Stochastic Volatility and Approximation
(
- Bach. Degree
-
Mark
A method of quantifying user uncertainty in FDS by using Monte Carlo analysis
2009) In LUTVDG/TVBB-5309-SE VBR920 20091(
Division of Fire Safety Engineering
Risk Management and Safety Engineering (M.Sc.Eng.)
Division of Risk Management and Societal Safety- Master (Two yrs)
- 1999
-
Mark
Är utrymningsschablonerna vid brandteknisk dimensionering säkra?
1999) In LUTVDG/TVBB--5028--SE(
Fire Protection Engineering 3,5 years
Division of Fire Safety Engineering
Division of Risk Management and Societal Safety- Bach. Degree