1 – 99 of 99
- show: 250
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=" "
width=" "
height=" "
allowtransparency="true"
frameborder="0">
</iframe>
- 2023
-
Mark
The Construction of an Investor Sentiment Index for Sweden and its Impact on the Stock Market
(
- Master (One yr)
-
Mark
Application of the Merton Model and the Altman Z-score Model in Credit Risk Assessment - an Empirical Study on Chinese Listed Companies
(
- Master (One yr)
-
Mark
Univariate GARCH Models for Forecasting Real Estate Volatility and Risk Prediction
(
- Master (One yr)
-
Mark
Sin Stocks: An Analysis of the Sin Premium in the US, European, and Asia-Pacific Markets
(
- Master (One yr)
- 2022
-
Mark
The Impact of Financial Crises and Natural Disasters on the US Catastrophe Bond Market
(
- Master (One yr)
-
Mark
Fixed Income Securities as a Hedge against Equity Market Downside
(
- Bach. Degree
- 2021
-
Mark
Market Efficiency for Bitcoin
(
- Master (One yr)
-
Mark
The Rise of Cryptocurrencies as an Investment Hedge. The Shift from Traditional Investment Hedges: Can Cryptocurrencies Replace Bonds as an Investment Hedge?
(
- Master (One yr)
-
Mark
Volatility and Risk – FIGARCH Modelling of Cryptocurrencies
(
- Master (One yr)
- 2018
-
Mark
Magic Formula Investing and The Swedish Stock Market
(
- Bach. Degree
- 2017
-
Mark
The Influence of Interest Rates and Stock Prices on Investments
(
- Master (One yr)
-
Mark
Predicting Stock Markets with Commodities - An Empirical Study on the Nordic Market
(
- Master (One yr)
- 2015
-
Mark
Implementation of Heston-Nandi GARCH model on OMXS30
(
- Bach. Degree
-
Mark
Konsekvensen av att vara ansvarsfull - en finansiell studie
(
- Bach. Degree
-
Mark
Volatility Forecasting In the Nordic Stock Market
(
- Bach. Degree
-
Mark
Nordic Banks - Credit Risk and Risk Linkages
(
- Master (One yr)
-
Mark
Evaluating Credit Default Swap spreads using the CreditGrades model - A study on European non-financial firms
(
- Master (Two yrs)
-
Mark
Green Bonds: Doing well by doing good
(
- Master (One yr)
-
Mark
A Study of the Systemic Risk in the Japanese Banking System - An application of the CoVaR method
(
- Master (One yr)
- 2014
-
Mark
FoU och aktievolatilitet-en nordisk studie
(
- Master (One yr)
-
Mark
Evaluation of Value-at-Risk Models During Volatility Clustering
(
- Master (One yr)
-
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)
- 2013
-
Mark
Stockholmsbörsens avkastning efter stora prisrörelser på utländska börser
(
- Bach. Degree
-
Mark
Measuring credit risk: The relation between CDS Spreads, the modified Merton model and credit ratings
(
- Bach. Degree
-
Mark
Kreditbetyg Vs. Modifierad Merton - En jämförelse av två kreditriskmått
(
- Bach. Degree
-
Mark
Reporäntans effekt på aktiekurser
(
- Bach. Degree
-
Mark
Predicting Default – Moody’s, Merton, Logit – which is more accurate?
(
- Master (One yr)
-
Mark
Ränteparitetsteoremet i kriser - en empirisk studie
(
- Bach. Degree
-
Mark
Value at risk, en jämförelse mellan svenska och danska statspapper
(
- Bach. Degree
-
Mark
Option Valuation in Changing Markets
(
- Master (One yr)
-
Mark
Bivariate VaR Estimation in energy forwards – An Extreme Value Approach with Copulas and GARCH Volatility
(
- Master (Two yrs)
-
Mark
The effect of credit rating announcements on CDS spreads - an empirical study of the European, American and Asian-Pacific CDS markets
(
- Bach. Degree
- 2012
-
Mark
Bank Opacity - Empirical evidence from the CDS and equity market
(
- Bach. Degree
-
Mark
Hur beter sig marknaden efter volatila dagar? - En överblick över OMX30 och Gold Bullion -
(
- Bach. Degree
-
Mark
Beyond the typical twin crises: an examination of banking and sovereign debt crises
(
- Master (Two yrs)
-
Mark
Compatibility between Outreach and Efficiency in the Microfinance Market
(
- Master (One yr)
-
Mark
Portfolio optimization: The Downside risk framework versus the Mean-Variance framework
(
- Master (Two yrs)
-
Mark
Corporate Governance and Stock Returns in China - A Long Horizon Event Study
(
- Master (One yr)
-
Mark
Vilka är de huvudsakliga förklaringsvariablerna till kreditspreadarna på Euro-områdets obligationsmarknad?
(
- Master (One yr)
-
Mark
An Assessment of the Relationship between the Credit Default Swap Market and the Stock Market
(
- Master (One yr)
-
Mark
Default Risk of Treasury Securities
(
- 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
- 2011
-
Mark
Handelsstrategier för valutor
(
- Bach. Degree
-
Mark
Hedge Fund Styles: Risk and Return of European Equity Long/Short Hedge Funds
(
- Master (Two yrs)
-
Mark
How informative are bank stress tests? - Bank opacity in the European Union
(
- Master (One yr)
-
Mark
Studying the Credit Risk-Return Relationship in Commercial Banks Using Quantile Regression
(
- Master (Two yrs)
-
Mark
Assessing the default risk of Chinese public companies in the energy industry with the KMV model
(
- Master (One yr)
-
Mark
Stock Prices and CDS-spreads as Bank Default Indicators in the European Banking Sector
(
- Master (One yr)
- 2010
-
Mark
Exploring the properties of CVaR and Mean-Variance for portfolio optimization
(
- Master (One yr)
-
Mark
Finansieringsgap – myt eller verklighet?
(
- Master (One yr)
-
Mark
Systematisk aktiehandel - Går det att generera en positiv avkastning på Nasdaq100 genom att använda statistiska handelsstrategier?
(
- Bach. Degree
-
Mark
Olja som volatil tillgång - En utvärdering av Value at Risk
(
- Bach. Degree
-
Mark
Model-Free Implied Volatility, Its Time-Series Behavior And Forecasting Ability
(
- Bach. Degree
-
Mark
Estimering av priset på marknadsrisk på den svenska räntemarknaden 1994-2009
(
- Bach. Degree
-
Mark
The Heston Stochastic Volatility Model: an Approximate Approach
(
- Master (One yr)
-
Mark
Considerations and implications of issuing sovereign bonds: the case of Mongolia
(
- Master (One yr)
-
Mark
Examining the changes in Probability to Default before and during the financial crisis with an industry specific perspective
(
- Master (One yr)
-
Mark
High-Frequency Trading: How Money Flow Affects Stock Returns
(
- Master (One yr)
- 2009
-
Mark
Performance comparison of empirical and theoretical approaches to market-based default prediction models
(
- Master (One yr)
-
Mark
Performance comparison of empirical and theoretical approaches to market-based default prediction models
(
- Master (Two yrs)
-
Mark
Blankning-en studie av instrumentets effekter på Stockholmsbörsen
(
- Bach. Degree
-
Mark
High Probability Trading - Measuring Short-Term Market Risk
(
- Bach. Degree
-
Mark
Är BRIC marknaderna svagt effektiva?
(
- Bach. Degree
-
Mark
Öresauktioner - Seriösa auktioner eller spännande bondfångeri?
(
- Bach. Degree
-
Mark
A Study on Exchange Rate Exposure of Chinese Banks
(
- Master (One yr)
-
Mark
Credit default swaps and CreditGrades: Evidence from the Nordic markets
(
- Master (One yr)
-
Mark
Minskys teori om finansiell instabilitet och dess relevans i moderna kriser
(
- Bach. Degree
-
Mark
Kunde den inverterade avkastningskurvan prediktera finanskrisen?
(
- Bach. Degree
-
Mark
Kreditbetyg & KMV-modellen i kristider
(
- Bach. Degree
- 2008
-
Mark
Volatilitetsmodeller - En utvärdering av prestation enligt Model Confidence Set
(
- Master (One yr)
-
Mark
Möjligheter med Kommersiell Mikrofinans En studie av investeringsklimatet i Sydamerika, Centralamerika och Karibien
(
- Bach. Degree
-
Mark
Predicting a credit crisis: House price influence on the real estate mortgage default decision
(
- Bach. Degree
-
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
-
Mark
Risk för bostadsägare - en analys av risken vid förändringar av ränta och elpris
(
- Bach. Degree
-
Mark
Studies of time-series versus cross-sectional correlations in Eastern and Western European stock markets
(
- Master (One yr)
- 2007
-
Mark
Dynamic and Static Hedging of Barrier options
(
- Master (One yr)
-
Mark
Tvärsnittskorrelation; Svenska aktiebranscher 1997-2007
(
- Bach. Degree
-
Mark
Tranchering av Collateralized Debt Obligations med en portfölj av simulerade tillgångar
(
- Bach. Degree
-
Mark
Oljeprisets långsiktiga samband med Sveriges och Norges aktieindex
(
- Bach. Degree
-
Mark
Value at Risk- en undersökning av VaR på statspapper
(
- Bach. Degree
-
Mark
Modifierad Merton modell - användbar för ett företags kreditvärdighet eller inte?
(
- Master (One yr)
-
Mark
Trading in the Credit Derivatives market with equity-based Credit Default Swap spreads
(
- Bach. Degree
-
Mark
A qualitative and quantitative analysis of the risk parameter LGD based on the Basel II Framework
(
- Master (One yr)
-
Mark
A Comparative Analysis of Hyperbolic Copulas Induced by a One Factor Lévy Model
(
- Master (One yr)
- 2006
-
Mark
Den effektiva marknadshypotesen ur ett finansiellt beteendevetenskapligt perspektiv
(
- 2nd term paper
-
Mark
Kreditbetyg à la Merton - användbart eller förkastligt?
(
- Master (One yr)
-
Mark
Kan aktieutvecklingen förklaras med hjälp av förväntad BNP-tillväxt? - En modifierad teknologispridningsmodell
(
- Bach. Degree
-
Mark
Överreaktion på aktiemarknaden - Myt eller verklighet?
(
- Bach. Degree
-
Mark
Ska olika VaR-modeller användas för olika tillgångstyper?
(
- Bach. Degree
-
Mark
Analys av hypoteksbolagens kreditrisk för bostadslån - En kvalitativ studie av låntagarna och dess säkerheter
(
- Bach. Degree
-
Mark
Ränterisk för bostadsköpare - betydande eller marginell?
(
- Bach. Degree
- 2005
-
Mark
Analys av effekterna av lagändring för svenska bostadsobligationer
(
- Bach. Degree
-
Mark
Kvantitativ modellering av Kreditrisk samt dito Marknadsrisk
(
- Bach. Degree
-
Mark
Kan marknaden sätta kreditbetyg?
(
- Bach. Degree