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- 2022
-
Mark
Neural Networks for Credit Risk and xVA in a Front Office Pricing Environment
- Master (Two yrs)
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Mark
Factor Models for Futures Contracts to Improve Estimation of the Correlation Matrix
- Master (Two yrs)
-
Mark
Monte-Carlo Based Pricing of American Options Using Known Characteristics of the Expected Continuation Value Function
- Master (Two yrs)
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Mark
LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS
- Master (Two yrs)
- 2021
-
Mark
Factor Models For The Term Structure Of STIBOR Rates
- Bach. Degree
-
Mark
Variable selection for generalized linear mixed model by L1 penalization for predicting clinical parameters of ovarian cancer
- Bach. Degree
-
Mark
Deep reinforcement learning for real-time power grid topology optimization
- Bach. Degree
-
Mark
How Many Stocks Should You Buy? A Simulation Study on Portfolio Diversification for the Swedish Stock Market
- Master (Two yrs)
-
Mark
Forward start options in Heston model
- Master (Two yrs)
-
Mark
The Two-Envelope Problem: A Numerical Simulation
- Bach. Degree