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- 2014
-
Mark
Using GEV-regression to improve accuracy of probability of default in low default portfolios
(
- Master (Two yrs)
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Mark
Closing Time Effects on Derivative Pricing and Risk Measurement
(
- Master (Two yrs)
-
Mark
Optimizing motion paths with respect to the needs of the application
(
- Master (Two yrs)
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Mark
Estimating Operational Risk Severities - assessment of a semiparametric approach
(
- Master (Two yrs)
-
Mark
Interfacing Functional Mock-Up Units in Modelica
(
- Master (Two yrs)
-
Mark
Rumslig autokorrelation i kommunal arbetslöshet
(
- Bach. Degree
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Mark
Electricity as a Risk Bearing Asset from a Portfolio Perspective, Studied Through the Concept of Value at Risk with a Time Varying Correlation Approach
(
- Master (Two yrs)
-
Mark
Fast Valuation of Options under Parameter Uncertainty
(
- Master (Two yrs)
-
Mark
Subjective Image Quality Evaluation Using the Softcopy Quality Ruler Method
(
- Master (Two yrs)
-
Mark
Forecasting Foreign Exchange Rates, A comparison between forecasting horizons and Bayesian vs. Frequentist approaches
(
- Master (Two yrs)