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- 2025
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Mark
Transition Linker Pricing
- Master (Two yrs)
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Mark
Effects of Time Dependent Hull-White Parameters on Bermudan Swaptions
- Master (Two yrs)
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Mark
Inflation-Hedging Potential Of Cryptocurrency Baskets Using Volatility Modeling
- Master (Two yrs)
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Mark
Better hedging of CVA with reinforcement learning
- Master (Two yrs)
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Mark
Modeling the Post-LIBOR Interest Rate Market - Calibration of a Time-Dependent Hull-White Model to SOFR Caps
- Master (Two yrs)
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Mark
Predicting Short Term Returns for Investment Companies using Machine Learning
- Master (Two yrs)
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Mark
Portfolio Optimization with Machine Learning: Predicting Market Returns and Portfolio Weights
- Master (Two yrs)
- 2024
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Mark
A Framework for Navigating Climate Uncertainty - Scenario Analysis for Financial Institutions in the EU
- Master (Two yrs)
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Mark
Exact q-variations for the True and Simulated Solutions to the Stochastic Heat Equation driven by Additive Gaussian Noise
- Master (Two yrs)
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Mark
Unwavering Potential – Optimizing and Estimating the Power Output from a Wave Energy Converter
- Master (Two yrs)