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- 2015
-
Mark
A comparison of the Fourier-Gauss-Laguerre and Fourier cosine series method in option pricing
- Master (Two yrs)
-
Mark
Linear and Non-linear Regression:Application to Competitor's Gasoline Volume Estimation
- 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
Pricing swing options in the electricity market
- Master (Two yrs)
-
Mark
Black-Litterman allocation model: Application and comparision with OMX Stockholm Benchmark PI (OMXSBPI)
- Bach. Degree
- 2014
-
Mark
On Monte Carlo approximation of the Snell envelope with application to the pricing of American options
- Bach. Degree
-
Mark
Modeling Copper Prices and Risk Management
- Master (Two yrs)