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Displaying 1 - 6 of 6
The Dynamic Interaction of Credit Default Swaps, Sovereign Bonds, and Stocks in the European Market
MSc in Finance Project-Simon Fraser University
Author: Liu, Minyu, Author: Jiao, Guanrong
Date created: 2018-12
EMPIRICAL DISTRIBUTIONS OF STOCK RETURNS AND APPLICATIONS IN VALUE AT RISK
MSc in Finance Project-Simon Fraser University
Author: Zhu, Difei, Author: Sun, Jiaxiu
Date created: 2014-12
VALUE AT RISK AND EXPECTED SHORTFALL: A COMPARATIVE ANALYSIS OF PERFORMANCE IN NORMAL AND CRISIS MARKETS
MSc in Finance - Simon Fraser University
Author: Mak, Peter, Author: Meng, Qi
Date created: 2014-08
Modeling dependence induced by a common random effect and risk measures with insurance applications
Author: Liu, Junjie
Date created: 2012-06-11
Value at Risk and Hedge Fund Return - Does High Risk Bring High Return?
FRM Project-Simon Fraser University
Author: Jing, Tao, Author: Zhao, Hongxiang
Date created: 2010-08
The Marginal Impact of Granularity on Banks? Credit Risk Capital Charge
Research Project (M.B.A.) - Simon Fraser University
Author: Xu, Dinghao, Author: He, Xin
Date created: 2010-09-02