1 – 9 of 9
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=""
width=""
height=""
allowtransparency="true"
frameborder="0">
</iframe>
- 2021
-
Mark
A study incorporating skewness in Expected Shortfall Estimation
- Master (One yr)
- 2020
-
Mark
Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches
- Master (One yr)
- 2019
-
Mark
Are GARCH Models Appropriate for Analysing Volatility Structures in Fundamental Valuations of the OMXS30?
- Bach. Degree
- 2016
-
Mark
Identifying an Appropriate Risk Model for Quantifying Foreign Exchange Portfolio Exposure
- Master (Two yrs)
- 2015
-
Mark
An empirical study of the Value-at-Risk of the renewable energy market and the impact of the oil price
- Master (One yr)
- 2012
-
Mark
Evaluation and Analysis of Value at Risk Methodologies for Exchange Rate Risk in the Euro Market
- Master (One yr)
- 2011
-
Mark
Semivarians, ett användbart riskmått eller endast ett överflöd?
- Bach. Degree
-
Mark
VaR for a portfolio of Swedish Index-bonds - An empiricial evaluation
- Master (Two yrs)
- 2010
-
Mark
An empirical evaluation of Value-at-Risk during the financial crisis
- Master (One yr)