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- 2017
-
Mark
Machine learning and its applications within insurance hit rates and credit risk modelling
- Master (Two yrs)
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Mark
On Credit Spreads: An Autoregressve Model Approach
- Master (Two yrs)
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Mark
Strategies for High Frequency FX Trading - The choice of bucket size
- Master (Two yrs)
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Mark
Algorithmic Trading in CDS and Equity Indices Using Statistical Arbitrage
- Master (Two yrs)
- 2016
-
Mark
Estimating expected lifetime of revolving credit facilities in an IFRS 9 framework
- Master (Two yrs)
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Mark
My Guess is Better Than Yours
- Master (Two yrs)
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Mark
Robustness Analysis when Estimating Economic Capital for Credit Risk
- Master (Two yrs)
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Mark
Joint Calibration of Year-on-Year and Zero-Coupon Products for Inflation Models
- Master (Two yrs)
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Mark
Construction of the Berkeley Innovation Index: A Higher-Order Item Response Theory Model Approach
- Master (Two yrs)
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Mark
Beam losses along the ESS LINAC due to nonlinear effects - A Statistical review
- Master (Two yrs)