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- 2019
-
Mark
Numerical solution for derivative models using finite difference methods and how this can be used with Monte Carlo simulation
- Master (Two yrs)
-
Mark
Evaluation of applicant quality for a recruitment company using machine learning
- Bach. Degree
- 2018
-
Mark
A Fourier approach to valuating derivative assets
- Master (Two yrs)
-
Mark
Asset and Liability Management: Optimization using Least-Squares Monte Carlo
- Master (Two yrs)
-
Mark
To what degree is the VIX benchmark computed by CBOE representative of its definition?
- Master (Two yrs)
-
Mark
A Black-Litterman portfolio allocation model combined with a Markov switching framework
- Master (Two yrs)
-
Mark
Pricing fixed price electricity contracts in the Nordic region
- Master (Two yrs)
-
Mark
Anticipated Events’ Impact on FX Options’ Implied Volatility
- Master (Two yrs)
-
Mark
Modelling News Sentiment Flow Using Spatial Hawkes Processes: Dependencies Between Topics and Countries
- Master (Two yrs)
- 2017
-
Mark
Estimation of Probability of Default in Low Default Portfolios
- Master (Two yrs)