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- 2009
-
Mark
Star Vars: Finding the optimal Value-at-Risk approach for the banking industry
(
- Master (One yr)
- 2008
-
Mark
Estimation of the market risk exposure of Vietnamese banks’ portfolios using VaR approach
(
- Master (One yr)
- 2007
-
Mark
Evaluation of Capital Structure Arbitrage in the Equity-Credit Markets
(
- Master (One yr)
-
Mark
En empirisk studie av Value-at-Risk-prediktering med hjälp av GARCH-modeller
(
- Master (One yr)
- 2006
-
Mark
Ska olika VaR-modeller användas för olika tillgångstyper?
(
- Bach. Degree
- 2005
-
Mark
Enkla VaR-metoders användbarhet vid uppskattning av risk hos enskilda aktieplaceringar
(
- Bach. Degree
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