Search for dissertations about: "Risk Management and Stress Testing"
Found 5 swedish dissertations containing the words Risk Management and Stress Testing.
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1. Nonlinear and Nonparametric Dynamical Methods in Economics and Finance
Abstract : The objectives of the thesis - which comprises six parts – can be summarized in i) implementing linear and nonlinear/nonparametric approaches toward detecting, measuring and analyzing the nature and directionality of causal relationships in financial markets, ii) elaborating on modern topics in financial investment analysis, iii) probing into the role of commodity futures in constructing optimal portfolios as well as iv) investigating growth dynamics via aggregated and disaggregated indices.The first paper named “Analyzing causal interactions between sectoral equity returns and commodity futures returns in the aftermath of the global financial crisis: The case of the US and EU equity returns”, aims to explore and compare the dependence and co-movement structure between commodity and various asset classes’ returns including the USA and EU stock markets via the use of linear and non-linear causality testing in a comparative context with the additional adjustment for cointegration and conditional heteroscedasticity. READ MORE
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2. Theoretical and Practical Applications of Probability : Excursions in Brownian Motion, Risk Capital Stress Testing, and Hedging of Power Derivatives
Abstract : The thesis treats three different areas; (i) Ranked increments of stable processes and ranked excursions of Brownian motion, (ii) Sufficient capital levels for banks, and (iii) Trading strategies for reduction of the fluctuations of revenues for power plants.The first part is a theoretcial investigation involved with the calculation of distribution functions concerning special properties of stable processes. READ MORE
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3. On enchytraeids and naidids: Life history traits and responses to environmental stress
Abstract : My thesis shows that enchytraeids and naidids are sensitive to various forms of environmental stress, which in combination with the wide distribution of both families make them highly suitable for use in risk assessment and soil monitoring. Enchytraeids were subject to chemical stress under both laboratory and field conditions. READ MORE
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4. Irrigation with saline water using low-cost drip-irrigation systems in sub-Saharan Africa
Abstract : In the scope of future population support, agricultural productivity, in particular in sub-Saharan Africa, has to increase drastically to meet the UN’s millennium development goals of eradicating extreme poverty and hunger by 2015. Water availability in the root-zone limits crop production in large parts of the developing world. READ MORE
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5. Coronary computed tomography in patients with myocardial infarction and non-obstructed coronary arteries
Abstract : Cardiovascular disease (CVD) is the number one cause of death worldwide. In Sweden, almost 30 000 people suffer an acute myocardial infarction (AMI) each year and, despite the greatly improved survival after AMI, CVD remains the leading cause of death among women and men. READ MORE