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- 2018
-
Mark
To what degree is the VIX benchmark computed by CBOE representative of its definition?
(
- Master (Two yrs)
-
Mark
A Black-Litterman portfolio allocation model combined with a Markov switching framework
(
- Master (Two yrs)
-
Mark
Pricing fixed price electricity contracts in the Nordic region
(
- Master (Two yrs)
-
Mark
A Fourier approach to valuating derivative assets
(
- Master (Two yrs)
-
Mark
Modelling News Sentiment Flow Using Spatial Hawkes Processes: Dependencies Between Topics and Countries
(
- Master (Two yrs)
- 2017
-
Mark
Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure
(
- Master (Two yrs)
-
Mark
Modeling market activity using 1D non-homogeneous Hawkes Processes
(
- Master (Two yrs)
-
Mark
Quasi-Monte Carlo Integration over Non-Cubical Domains
(
- Master (Two yrs)
-
Mark
Estimation of Probability of Default in Low Default Portfolios
(
- Master (Two yrs)
-
Mark
Markov Regime Switching Model Implementation to the Stockholm Stock Market & Comparison with Equal Weight Portfolio
(
- Bach. Degree