61 – 70 of 96
- show: 10
- |
- sort: year (new to old)
Close
Embed this list
<iframe src=""
width=""
height=""
allowtransparency="true"
frameborder="0">
</iframe>
- 2016
-
Mark
Randomized Quasi-Monte Carlo Methods for Basket Option Pricing Where Underlying Assets Follow a Time-Changed Meixner Lévy Process
- Master (Two yrs)
-
Mark
Randomized Quasi-Monte Carlo Simulations for Basket Option Pricing where underlying assets follow a Time-Changed Meixner Levy Process
- Master (Two yrs)
-
Mark
Negative Rates in a Multi Curve Framework - Cap Pricing and Volatility Transformation
- Master (Two yrs)
- 2015
-
Mark
Pricing swing options in the electricity market
- Master (Two yrs)
-
Mark
Inference and hedging of the Heston model under P (a simulation study)
- Master (Two yrs)
-
Mark
Valuing Credit Default Swaps with a Structural Approach
- Master (Two yrs)
-
Mark
Classification of non-stationary Heart Rate Variability using AR-model parameters
- Master (Two yrs)
-
Mark
Credit Value Adjustment
- Master (Two yrs)
-
Mark
Black-Litterman allocation model: Application and comparision with OMX Stockholm Benchmark PI (OMXSBPI)
- Bach. Degree
-
Mark
A comparison of the Fourier-Gauss-Laguerre and Fourier cosine series method in option pricing
- Master (Two yrs)