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2025
Mark Better hedging of CVA with reinforcement learning
Byman, Isabelle ^LU and Karlsson, Oscar (2025) In Master's Thesis in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
Mark Modeling the Post-LIBOR Interest Rate Market - Calibration of a Time-Dependent Hull-White Model to SOFR Caps
Stoltz, Rasmus ^LU and Sönne, Fabian ^LU (2025) In Master's Thesis in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
2022
Mark Neural Networks for Credit Risk and xVA in a Front Office Pricing Environment
Frodé, Isabelle ^LU and Sambergs, Viktor ^LU (2022) In Master’s Theses in Mathematical Sciences FMSM01 20221
Mathematical Statistics
- Master (Two yrs)