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- 2017
-
Mark
Fundamental review of the trading book - The new approach to measure market risk
(
- Master (One yr)
- 2014
-
Mark
Evaluation of Value-at-Risk Models During Volatility Clustering
(
- Master (One yr)
- 2013
-
Mark
Econometric Methods and Monte Carlo Simulations for Financial Risk Management
(
- Master (One yr)
- 2012
-
Mark
Estimation and Analysis of VaR on forwards' data in Nordic Electricity Market
(
- Master (One yr)
-
Mark
Risk Measures - from theory to an empirical study over time
(
- Bach. Degree
- 2011
-
Mark
Evaluering av Value-at-Risk med hjälp av extremvärdesteori - En studie tillämpad på den svenska aktiemarknaden
(
- Bach. Degree
-
Mark
VaR for a portfolio of Swedish Index-bonds - An empiricial evaluation
(
- Master (Two yrs)
-
Mark
Estimating and Testing Risk Approaches: A Technical Analysis using Affine Term Structure Models, Monte Carlo Simulation and GARCH Method
(
- Master (One yr)
- 2010
-
Mark
An empirical evaluation of Value-at-Risk during the financial crisis
(
- Master (One yr)
- 2009
-
Mark
Stress Testing the Corporate Loans Portfolio of the Swedish Financial Sector
(
- Master (One yr)