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- 2024
-
Mark
Factor HJM Yield Curve Modelling for Pricing of Danish Callable Mortgage Bonds
(
- Master (Two yrs)
-
Mark
A Framework for Navigating Climate Uncertainty - Scenario Analysis for Financial Institutions in the EU
(
- Master (Two yrs)
-
Mark
Exact q-variations for the True and Simulated Solutions to the Stochastic Heat Equation driven by Additive Gaussian Noise
(
- Master (Two yrs)
-
Mark
Unwavering Potential – Optimizing and Estimating the Power Output from a Wave Energy Converter
(
- Master (Two yrs)
-
Mark
Assessing Data Quality in Image Recognition Datasets of Swedish Financial Reports
(
- Master (Two yrs)
-
Mark
Validation of RFR Bermuda Swaption Priced with Hull-White model
(
- Master (Two yrs)
-
Mark
Deep hedging of CVA
(
- Prof. qual. >4 yrs
- 2023
-
Mark
The impact of "loose " restrictions in Sweden during the COVID-19 virus , compared to the neighbouring Scandinavian countries.
(
- Bach. Degree
-
Mark
Dynamic Covariance Modelling Using Generalised Wishart Processes
(
- Master (Two yrs)
-
Mark
Assessment and evaluation of heterogeneity in data from immune infiltration spatial niches in lung cancer
(
- Bach. Degree