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- 2013
-
Mark
Development of an improved mixing model for an SRM code
(
- Bach. Degree
-
Mark
Evaluating market risk in a portfolio with heavy-tailed risk factors using Monte Carlo Methods
(
- Master (Two yrs)
- 2012
-
Mark
Discrete space-simulation for Lévy processes
(
- Master (Two yrs)
-
Mark
Risk Driving Factors for Covered Bond Issuers in Sweden
(
- Master (Two yrs)
-
Mark
Credit Valuation Adjustment, Risk Capital Charge under Basel III
(
- Master (Two yrs)
-
Mark
Modeling of Policyholders Fund Switching Behavior within the Swedish
(
- Master (Two yrs)
- 2010
-
Mark
Hedging portfolio tail risk
(
- Master (Two yrs)