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2014
Mark En studie av CBOE S&P 500 BuyWrite index
Höjman, Niklas ^LU and Prag, Karl ^LU (2014) NEKH01 20141
Department of Economics
- Bach. Degree
Mark Predicting Corporate Defaults: Evaluating Moody's Credit Rating Institute
Baltaev, Alexander ^LU and Chavdarov, Ivaylo ^LU (2014) NEKP02 20141
Department of Economics
- Master (Two yrs)
Mark Estimating Operational Risk Severities - assessment of a semiparametric approach
Davidsson, Viktor ^LU and Forssell, Anton ^LU (2014) EXTM10 20141
Department of Economics
- Master (Two yrs)
2013
Mark Econometric Methods and Monte Carlo Simulations for Financial Risk Management
Baltaev, Alexander ^LU and Chavdarov, Ivaylo (2013) NEKN02 20131
Department of Economics
- Master (One yr)
Mark Schwartz-Smith Two-Factor Model in the Copper Market: before and after the New Market Dynamics
Goodwin, Dominice ^LU (2013) NEKN02 20131
Department of Economics
- Master (One yr)
Mark Barrier Quanto Options in Energy Markets
Tosi, Adriano ^LU (2013) NEKN02 20131
Department of Economics
- Master (One yr)
Mark Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
Thorselius, Elsa ^LU (2013) EXTM10 20131
Department of Economics
- Master (Two yrs)
Mark A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
Berg, Magnus ^LU and Sternbeck Fryxell, Hannes ^LU (2013) NEKH01 20121
Department of Economics
- Bach. Degree
Mark Can the forecast of the cotton price be improved using a model based upon economic variables?
Olén, Camilla ^LU and Norrman Andersson, Tobias ^LU (2013) NEKN05 20131
Department of Economics
- Master (One yr)
2012
Mark Modeling and Forecasting Volatility in Copper Price Returns with GARCH Models
Goodwin, Dominice ^LU (2012) NEKH01 20121
Department of Economics
- Bach. Degree

your query:: Remove supervisor: Larsson, Karl