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- 2013
-
Mark
Predicting Default – Moody’s, Merton, Logit – which is more accurate?
(
- Master (One yr)
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Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
-
Mark
Stockholmsbörsens avkastning efter stora prisrörelser på utländska börser
(
- Bach. Degree
-
Mark
The effect of credit rating announcements on CDS spreads - an empirical study of the European, American and Asian-Pacific CDS markets
(
- Bach. Degree
-
Mark
Kreditbetyg Vs. Modifierad Merton - En jämförelse av två kreditriskmått
(
- Bach. Degree
- 2012
-
Mark
Hur beter sig marknaden efter volatila dagar? - En överblick över OMX30 och Gold Bullion -
(
- Bach. Degree
-
Mark
Bank Opacity - Empirical evidence from the CDS and equity market
(
- Bach. Degree
-
Mark
The Best of Two Worlds—Combining Conditional Volatility Models with Extreme Value Theory to Calculate Value at Risk
(
- Bach. Degree
-
Mark
Påverkar ändringar i kreditbetyg premierna för kreditderivat? - En eventstudie med fokus på sambandet mellan credit default swap spreads och kreditbetyg från Moody's
(
- Bach. Degree
-
Mark
Compatibility between Outreach and Efficiency in the Microfinance Market
(
- Master (One yr)