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- 2025
-
Mark
Volatility Under Fire - Evaluating the Performance of Classical Option Pricing Models on Bitcoin
- Bach. Degree
-
Mark
Portfolio risk and performance evaluation using a combination of GARCH and stochastic volatility models with constant and dynamic correlation structures
- Master (Two yrs)
- 2018
-
Mark
Volatility Forecasting An Empirical Study on Bitcoin Using Garch and Stochastic Volatility models
- Master (Two yrs)
- 2016
-
Mark
Fair Pricing of Equity-linked Notes
- Master (Two yrs)
-
Mark
A Simulation Study comparing MCMC, QML and GMM Estimation of the Stochastic Volatility Model
- Master (One yr)
- 2015
-
Mark
Valuation of spread options using the fast Fourier transform under stochastic volatility and jump diffusion models
- Master (Two yrs)
- 2014
-
Mark
Valuation of Asian Options-with Levy Approximation
- Master (One yr)
-
Mark
Return Models and Covariance Matrices
- Master (Two yrs)