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- 2018
-
Mark
Developments in Systemic Risk since the Global Financial Crisis: Assessment of Eurozone and US Systemically Important Banks based on Marginal Expected Shortfall
- Master (One yr)
- 2017
-
Mark
The Predictive Credit Risk Model with Implementation of Basel Regulations
- Master (Two yrs)
-
Mark
Portfolio construction based on value and momentum: a winning strategy?
- Master (One yr)
-
Mark
Extracting volatility smiles from historical spot data
- Master (Two yrs)
-
Mark
The Influence of Political Risk on CDS Spreads - Differences between banks and other large firms
- Master (One yr)
-
Mark
Managing Risk with Energy Commodities using Value-at-Risk and Extreme Value Theory
- Master (One yr)
-
Mark
Is the RIN Market Efficient? - An Event Study of the Blenders' Tax Credit
- Master (Two yrs)
-
Mark
Fundamental review of the trading book - The new approach to measure market risk
- Master (One yr)
-
Mark
A Floating Currency Macro Term Structure Model
- Master (Two yrs)
-
Mark
Skapar aktiv förvaltning meravkastning? En empirisk studie av aktiv förvaltning inom premiepensionssystemet
- Bach. Degree