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- 2016
-
Mark
Control Variates for Monte Carlo-Pricing of Three-Asset Spread Options with Application in the Energy Markets
- Bach. Degree
- 2015
-
Mark
The domestic and foreign institutional investors’ effect on the stock price synchronicity: An empirical study on the Chinese Shenzhen Stock Exchange
- Master (One yr)
-
Mark
Institutional investors' effects on Stock Price Synchronicities: Evidence of Shanghai Stock Exchange
- Master (One yr)
-
Mark
Optioner och futures på vete
- Master (Two yrs)
-
Mark
Valuation of spread options using the fast Fourier transform under stochastic volatility and jump diffusion models
- Master (Two yrs)
-
Mark
Evaluation of analytical approximations of two-asset basket option price
- Master (One yr)
- 2014
-
Mark
Measuring Risk for WTI Crude Oil - An application of Value-at-Risk
- Master (One yr)
-
Mark
An Empirical Evaluation of Pairs Trading in The Swedish Stock Market
- Master (Two yrs)
-
Mark
Exchange rate sensitivity - a study of stock price sensitivity to unexpected changes in the EUR/SEK exchange rate
- Master (One yr)
-
Mark
Estimating Operational Risk Severities - assessment of a semiparametric approach
- Master (Two yrs)