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- 2013
-
Mark
Option Valuation in Changing Markets
(
- Master (One yr)
-
Mark
Reporäntans effekt på aktiekurser
(
- Bach. Degree
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
-
Mark
Measuring credit risk: The relation between CDS Spreads, the modified Merton model and credit ratings
(
- Bach. Degree
-
Mark
Predicting Default – Moody’s, Merton, Logit – which is more accurate?
(
- Master (One yr)
- 2012
-
Mark
The Best of Two Worlds—Combining Conditional Volatility Models with Extreme Value Theory to Calculate Value at Risk
(
- Bach. Degree
-
Mark
Påverkar ändringar i kreditbetyg premierna för kreditderivat? - En eventstudie med fokus på sambandet mellan credit default swap spreads och kreditbetyg från Moody's
(
- Bach. Degree
-
Mark
Corporate Governance and Stock Returns in China - A Long Horizon Event Study
(
- Master (One yr)
-
Mark
Compatibility between Outreach and Efficiency in the Microfinance Market
(
- Master (One yr)
-
Mark
Portfolio optimization: The Downside risk framework versus the Mean-Variance framework
(
- Master (Two yrs)