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- 2015
-
Mark
A Study of the Systemic Risk in the Japanese Banking System - An application of the CoVaR method
(
- Master (One yr)
-
Mark
Evaluating Credit Default Swap spreads using the CreditGrades model - A study on European non-financial firms
(
- Master (Two yrs)
-
Mark
Nordic Banks - Credit Risk and Risk Linkages
(
- Master (One yr)
- 2014
-
Mark
Measuring systemic risk in the Nordic countries - An application of CoVaR
(
- Master (One yr)
-
Mark
Etik och Prestation
(
- Bach. Degree
-
Mark
The Value of Acquiring: An Event Study on Shareholder Value for Defence Sector M&A's
(
- Master (One yr)
-
Mark
An Empirical Study of Value at Risk in the Chinese Stock Market
(
- Master (One yr)
-
Mark
Evaluation of Value-at-Risk Models During Volatility Clustering
(
- Master (One yr)
-
Mark
FoU och aktievolatilitet-en nordisk studie
(
- Master (One yr)
- 2013
-
Mark
Kreditbetyg Vs. Modifierad Merton - En jämförelse av två kreditriskmått
(
- Bach. Degree