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- 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
Return Models and Covariance Matrices
(
- Master (Two yrs)
-
Mark
Valuation of Asian Options-with Levy Approximation
(
- Master (One yr)