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- 2016
-
Mark
Randomized Quasi-Monte Carlo Methods for Basket Option Pricing Where Underlying Assets Follow a Time-Changed Meixner Lévy Process
- Master (Two yrs)
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Mark
Randomized Quasi-Monte Carlo Simulations for Basket Option Pricing where underlying assets follow a Time-Changed Meixner Levy Process
- Master (Two yrs)
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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)
-
Mark
Negative Rates in a Multi Curve Framework - Cap Pricing and Volatility Transformation
- Master (Two yrs)
-
Mark
A mean-variance Portfolio Optimizing Trading Algorithm using regime-switching Economic Parameters
- Master (Two yrs)
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Mark
Joint Calibration of Year-on-Year and Zero-Coupon Products for Inflation Models
- Master (Two yrs)
-
Mark
Construction of the Berkeley Innovation Index: A Higher-Order Item Response Theory Model Approach
- 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
Prediction of Volatility and Value at Risk with Copulas for Portfolios of Commodities
- Master (Two yrs)