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- 2023
-
Mark
Credit Exposure Modelling Using Differential Machine Learning
(
- Master (Two yrs)
- 2022
-
Mark
Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
(
- Master (Two yrs)
- 2020
-
Mark
Consistent pricing of VIX options
(
- Master (Two yrs)
- 2019
-
Mark
Numerical solution for derivative models using finite difference methods and how this can be used with Monte Carlo simulation
(
- Master (Two yrs)
-
Mark
A Comparison of Option Pricing Models:Evidence from European Call Options on Hong Kong Hang Seng Index
(
- Master (One yr)
- 2016
-
Mark
Control Variates for Monte Carlo-Pricing of Three-Asset Spread Options with Application in the Energy Markets
(
- Bach. Degree
- 2013
-
Mark
Option Valuation in Changing Markets
(
- Master (One yr)
- 2007
-
Mark
Pricing Derivatives: Implementing Heston and Nandi's (2000) Model on the Swedish Stock Index
(
- Master (One yr)
- 2005
-
Mark
Replication strategies of derivatives under proportional transaction costs - An extension to the Boyle and Vorst model
(
- Bach. Degree