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- 2016
-
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
Estimating expected lifetime of revolving credit facilities in an IFRS 9 framework
- Master (Two yrs)
-
Mark
Negative Rates in a Multi Curve Framework - Cap Pricing and Volatility Transformation
- Master (Two yrs)
- 2015
-
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)
-
Mark
Pricing swing options in the electricity market
- Master (Two yrs)
-
Mark
Linear and Non-linear Regression:Application to Competitor's Gasoline Volume Estimation
- 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)