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- 2017
-
Mark
Markov Regime Switching Model Implementation to the Stockholm Stock Market & Comparison with Equal Weight Portfolio
- Bach. Degree
-
Mark
To Measure Concentration Risk - A comparative study
- Master (Two yrs)
-
Mark
Modeling market activity using 1D non-homogeneous Hawkes Processes
- Master (Two yrs)
-
Mark
Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure
- Master (Two yrs)
- 2016
-
Mark
Randomized Quasi-Monte Carlo Simulations for Basket Option Pricing where underlying assets follow a Time-Changed Meixner Levy Process
- Master (Two yrs)
-
Mark
Absolute & Relative Credit Quality Assessment
- Master (Two yrs)
-
Mark
Default Correlations within Credit Valuation
- Master (Two yrs)
-
Mark
Randomized Quasi-Monte Carlo Methods for Basket Option Pricing Where Underlying Assets Follow a Time-Changed Meixner Lévy Process
- Master (Two yrs)
-
Mark
Negative Rates in a Multi Curve Framework - Cap Pricing and Volatility Transformation
- Master (Two yrs)
-
Mark
Robustness Analysis when Estimating Economic Capital for Credit Risk
- Master (Two yrs)