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- 2015
-
Mark
Inference and hedging of the Heston model under P (a simulation study)
- Master (Two yrs)
- 2014
-
Mark
Forbearance Policy in an Asset Quality Review Framework
- Master (Two yrs)
-
Mark
Tuning of Learning Algorithms for Use in Automated Product Recommendations
- Master (Two yrs)
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Mark
Modeling Copper Prices and Risk Management
- Master (Two yrs)
-
Mark
Prudent Valuation & Model Risk Quantification
- Master (Two yrs)
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Mark
On Monte Carlo approximation of the Snell envelope with application to the pricing of American options
- Bach. Degree
-
Mark
Improving Portfolio Performance
- Master (Two yrs)
-
Mark
Pricing Timer Options under Jump-Diffusion Processes
- Master (Two yrs)
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Mark
Pricing and Hedging using Hedge Monte-Carlo Method
- Master (Two yrs)
-
Mark
A new dimension to Risk Assessment
- Master (Two yrs)