Essays about: "Robin Schneider"

Found 3 essays containing the words Robin Schneider.

1. 1. Into the Trading Book: Estimating Expected Shortfall

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Robin Eric Schmutz; Leonard Schneider; [2023]
   Keywords : Expected shortfall; Trading book; Historical simulation; Parametric estimation; Backtesting; Business and Economics;

   Abstract : In light of the revised 2019 proposals constituting the Fundamental Review of the Trading Book, which amend the third Basel Accord, expected shortfall is set to replace value at risk as the risk measure dictating banks' capital reserving requirements for exposure to market risk. This paper examines how best to accurately estimate expected shortfall from a regulatory perspective by carrying out an array of non-parametric as well as parametric methods over the recent years of financial instability. READ MORE

3. 2. About Supersymmetric Hydrogen

   University essay from Uppsala universitet/Teoretisk fysik

   Author : Robin Schneider; [2017]
   Keywords : N=4 super Yang Mills; supersymmetry; supersymmetry breaking; QED; hydrogen atom; extended supersymmetry;

   Abstract : .... READ MORE

4. 3. Formation of cobalt oxide clusters on oxygen modified graphene

   University essay from Lunds universitet/MAX IV-laboratoriet; Lunds universitet/Fysiska institutionen

   Author : Robin Schneider; [2015]
   Keywords : Graphene; Cobalt oxide; clusters; STM; XPS; LEED; moire pattern; oxygen functionalized graphene; rocksalt; spinel; Iridium; Ir 111 ; monolayer graphene; oxygen radicals; carbon; Physics and Astronomy;

   Abstract : Aim of this thesis is to study and characterize the formation of cobalt oxide clusters on graphene. The performed experiments consist of three different steps. First, a monolayer graphene film is grown with temperature programmed growth and chemical vapor deposition on an Iridium (111) single crystal surface. READ MORE