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- 2024
-
Mark
Navigating Downside Risk: The Impact of ESG Across Sectors
(
- Master (One yr)
- 2023
-
Mark
Univariate GARCH Models for Forecasting Real Estate Volatility and Risk Prediction
(
- Master (One yr)
- 2022
-
Mark
Risk measurement of cryptocurrencies using value at risk and expected shortfall
(
- Master (One yr)
- 2021
-
Mark
VaR and ES through FX exposure at Trelleborg Group
(
- Bach. Degree
-
Mark
A study incorporating skewness in Expected Shortfall Estimation
(
- Master (One yr)
- 2020
-
Mark
Estimating Expected Shortfall Using Parametric and Non-Parametric Approaches
(
- Master (One yr)
- 2019
-
Mark
How Capital Requirements Affects Swedish Pension Payments
(
- Master (Two yrs)
-
Mark
Expected Shortfall Estimation
(
- Master (One yr)
- 2017
-
Mark
Empirical Research on Value-at-Risk Methods of Chinese Stock Indexes
(
- Master (One yr)
-
Mark
Are GARCH models necessary for Expected Shortfall?
(
- Bach. Degree
- 2016
-
Mark
Volatilitetsprediktering och beräkning av Value at Risk med hjälp av FIGARCH
(
- Bach. Degree
-
Mark
Practical estimation of Value at Risk and Expected Shortfall: Are complex methods really necessary?
(
- Bach. Degree
-
Mark
Measuring Financial Risks by Peak Over Threshold Method
(
- Master (One yr)
-
Mark
Identifying an Appropriate Risk Model for Quantifying Foreign Exchange Portfolio Exposure
(
- Master (Two yrs)
- 2015
-
Mark
Measuring Risk with Expected Shortfall
(
- Master (One yr)
-
Mark
Investigation of the Fundamental Review of the Trading Book
(
- Master (Two yrs)
- 2014
-
Mark
Value at Risk for Emerging Markets' Funds
(
- Master (One yr)
-
Mark
An Empirical Study of Value at Risk in the Chinese Stock Market
(
- Master (One yr)
-
Mark
Electricity as a Risk Bearing Asset from a Portfolio Perspective, Studied Through the Concept of Value at Risk with a Time Varying Correlation Approach
(
- Master (Two yrs)
-
Mark
Value at Risk & Expected Shortfall. En empirisk analys av riskmåttens parametrar
(
- Bach. Degree
- 2013
-
Mark
A empirical study of one-day risk prognosis models, using Value-at-Risk and three different GARCH-models
(
- Bach. Degree
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
-
Mark
Value at risk, en jämförelse mellan svenska och danska statspapper
(
- Bach. Degree
- 2012
-
Mark
The Best of Two Worlds—Combining Conditional Volatility Models with Extreme Value Theory to Calculate Value at Risk
(
- Bach. Degree
-
Mark
A comparative study of VaR models
(
- Master (One yr)
-
Mark
Evaluation and Analysis of Value at Risk Methodologies for Exchange Rate Risk in the Euro Market
(
- Master (One yr)
-
Mark
Value at Risk - The Square Root Rule
(
- Master (One yr)
- 2011
-
Mark
Market risk in volatile times: a comparison of methods for calculating Value at Risk
(
- Master (One yr)
-
Mark
Downside Risk Measurement of Thailand Equity Mutual Funds
(
- Master (One yr)
- 2010
-
Mark
Råvaror, och företagen som producerar dem
(
- Bach. Degree
-
Mark
An Expected Loss Analysis of the ISEQ 20 Stock Index
(
- Master (Two yrs)
-
Mark
Olja som volatil tillgång - En utvärdering av Value at Risk
(
- Bach. Degree
-
Mark
Estimation of Value at Risk using conditional copula: The choice of copula
(
- Master (Two yrs)
-
Mark
Expected Shortfall as a Complement to Value at Risk - A study applied to commodities
(
- Master (One yr)
- 2009
-
Mark
High Probability Trading - Measuring Short-Term Market Risk
(
- Bach. Degree
- 2008
-
Mark
Value at Risk med Extremvärdesteori - En Studie av Råvaror
(
- Bach. Degree
-
Mark
Value at Risk - undersökning av Historisk simulering och varians- /Kovarians-metoden
(
- Bach. Degree
- 2007
-
Mark
Om hur en banks value at risk bäst skattas med expected shortfall
(
- Bach. Degree
-
Mark
Individuellt pensionssparande - Där förväntad avkastning inte kan förutspås
(
- Bach. Degree
-
Mark
Value at Risk- en undersökning av VaR på statspapper
(
- Bach. Degree
- 2006
-
Mark
En komparativ studie av VaR-modeller
(
- Master (One yr)
- 2005
-
Mark
The prediction of conditional losses - an evaluation of univariate Value at Risk models
(
- Bach. Degree
- 2004
-
Mark
Value-at-Risk- analys av produktionskedjan - En praktisk metod för bedömning av maskin- och leverantörsrisker
2004) In LUTMDN/TMTP--5539-SE(
Engineering Logistics
Risk Management and Safety Engineering (M.Sc.Eng.)
Division of Risk Management and Societal Safety- Univ. Diploma