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2025
Mark Portfolio risk and performance evaluation using a combination of GARCH and stochastic volatility models with constant and dynamic correlation structures
Persson, Hampus ^LU (2025) In Master's Theses in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
Mark Portfolio Optimization with Machine Learning: Predicting Market Returns and Portfolio Weights
Ibek, Paulina ^LU and Graf Brolund, Åke (2025) In Master's Theses in Mathematical Sciences MASM02 20251
Mathematical Statistics
- Master (Two yrs)
Mark Modeling the Post-LIBOR Interest Rate Market - Calibration of a Time-Dependent Hull-White Model to SOFR Caps
Stoltz, Rasmus ^LU and Sönne, Fabian ^LU (2025) In Master's Theses in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
Mark Predicting Short Term Returns for Investment Companies using Machine Learning
Ohlsson Bååth, Tobias ^LU and Jönsson, Albin (2025) In Master's Theses in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
Mark Inflation-Hedging Potential Of Cryptocurrency Baskets Using Volatility Modeling
Holgersson, Linn ^LU (2025) In Master's Theses in Mathematical Sciences FMSM01 20241
Mathematical Statistics
- Master (Two yrs)
Mark Better hedging of CVA with reinforcement learning
Byman, Isabelle ^LU and Karlsson, Oscar (2025) In Master's Thesis in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
Mark Transition Linker Pricing
Malinconico, Gabriel ^LU and Jakobsson, Thea (2025) In Master's Thesis in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
Mark Effects of Time Dependent Hull-White Parameters on Bermudan Swaptions
von Ekensteen Löfgren, Linus ^LU and Wennerklint, Ebba ^LU (2025) In Master's Thesis in Mathematical Sciences FMSM01 20251
Mathematical Statistics
- Master (Two yrs)
2024
Mark Factor HJM Yield Curve Modelling for Pricing of Danish Callable Mortgage Bonds
Fagerfjäll, Ivar ^LU and Hu, Erik ^LU (2024) In Master's Theses in Mathematical Sciences FMSM01 20241
Mathematical Statistics
- Master (Two yrs)
Mark A Framework for Navigating Climate Uncertainty - Scenario Analysis for Financial Institutions in the EU
Kovacevic, Anastasija ^LU and Begic, Andrea (2024) In Master's Theses in Mathematical Sciences FMSM01 20241
Mathematical Statistics
- Master (Two yrs)

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your query:: Remove supervisor: Wiktorsson, Magnus