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- 2009
-
Mark
On the Pricing of Credit Default Swaps: A comparative Study between the Reduced-Form Model and the Structural Model
- Master (Two yrs)
-
Mark
FX BASKET OPTIONS - Approximation and Smile Prices
- Master (One yr)
-
Mark
The Heston Model - Stochastic Volatility and Approximation
- Bach. Degree
-
Mark
Forecasting Volatility - An Empirical Investigation of Implied Volatility and Its Information Content
- Master (One yr)
-
Mark
Evaluation of Various Approaches to Value at Risk
- Master (One yr)
-
Mark
Star Vars: Finding the optimal Value-at-Risk approach for the banking industry
- Master (One yr)
- 2008
-
Mark
Ickeparametrisk värdering av optioner
- Master (One yr)
-
Mark
A Comparative Study between the KMV and the Zero-Price Probability for Default Prediction
- Master (One yr)
-
Mark
Seasonal Anomalies in the Swedish Stock Market from an
- 2nd term paper
-
Mark
Kan överavkastning erhållas från optionshandel baserat på informationen i den öppna balansen?
- Bach. Degree