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- 2014
-
Mark
An Empirical Evaluation of Pairs Trading in The Swedish Stock Market
(
- Master (Two yrs)
-
Mark
Estimating Operational Risk Severities - assessment of a semiparametric approach
(
- Master (Two yrs)
-
Mark
Predicting Corporate Defaults: Evaluating Moody's Credit Rating Institute
(
- Master (Two yrs)
- 2013
-
Mark
Schwartz-Smith Two-Factor Model in the Copper Market: before and after the New Market Dynamics
(
- Master (One yr)
-
Mark
Can the forecast of the cotton price be improved using a model based upon economic variables?
(
- Master (One yr)
-
Mark
Barrier Quanto Options in Energy Markets
(
- Master (One yr)
-
Mark
A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
(
- Bach. Degree
-
Mark
Econometric Methods and Monte Carlo Simulations for Financial Risk Management
(
- Master (One yr)
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
- 2012
-
Mark
Estimation and Analysis of VaR on forwards' data in Nordic Electricity Market
(
- Master (One yr)