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- 2021
-
Mark
Factor Models For The Term Structure Of STIBOR Rates
(
- Bach. Degree
- 2020
-
Mark
Impact of an interest rate coverage in a life insurance company
(
- Master (Two yrs)
-
Mark
Covariance Matrix Regularization for Portfolio Selection: Achieving Desired Risk
(
- Master (Two yrs)
-
Mark
Estimating Risk Using Stochastic Volatility Models and Particle Stochastic Approximation Expectation Maximization
(
- Master (Two yrs)
-
Mark
Some implications of Liquidity risk and related issues
(
- Master (Two yrs)
-
Mark
Credit Risk Modelling - An IRB & Machine Learning Approach
(
- Bach. Degree
-
Mark
Consistent pricing of VIX options
(
- Master (Two yrs)
- 2019
-
Mark
A Utility Approach: Strategy Analysis and Optimization
(
- Master (Two yrs)
-
Mark
High-risk Consumer Credit Scoring using Machine Learning Classification
(
- Master (Two yrs)
-
Mark
Hierarchical Clustering of Time Series using Gaussian Mixture Models and Variational Autoencoders
(
- Master (Two yrs)