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- 2013
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
-
Mark
Value at risk, en jämförelse mellan svenska och danska statspapper
(
- Bach. Degree
-
Mark
A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
(
- Bach. Degree
- 2012
-
Mark
The Best of Two Worlds—Combining Conditional Volatility Models with Extreme Value Theory to Calculate Value at Risk
(
- Bach. Degree
-
Mark
Value at Risk - The Square Root Rule
(
- Master (One yr)
-
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)
- 2011
-
Mark
Downside Risk Measurement of Thailand Equity Mutual Funds
(
- Master (One yr)
-
Mark
Market risk in volatile times: a comparison of methods for calculating Value at Risk
(
- Master (One yr)
- 2010
-
Mark
An Expected Loss Analysis of the ISEQ 20 Stock Index
(
- Master (Two yrs)