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- 2020
-
Mark
Bonds Portfolio liquidity risk under stress
(
- Master (Two yrs)
-
Mark
Portfolio optimization using factor models
(
- Master (Two yrs)
- 2019
-
Mark
Interest rate modelling
(
- Master (Two yrs)
-
Mark
Online intra-day portfolio optimization using regime based models
(
- Prof. qual. >4 yrs
-
Mark
Modelling Seasonalities of HPFCs Using a Parametric Approach
(
- Master (Two yrs)
- 2018
-
Mark
Application Scorecard Modelling with Artificial Neural Networks
(
- Master (Two yrs)
-
Mark
Outlier-Robust Dynamic Portfolio Optimization based on Bear-Bull-Regimes
(
- Master (Two yrs)
-
Mark
Using Self-Organizing Maps to Identify Operational Risk
(
- Master (Two yrs)
- 2017
-
Mark
Structural Modelling of Credit Spreads on the European Bond Market: An Empirical Study
(
- Master (Two yrs)
-
Mark
On Credit Spreads: An Autoregressve Model Approach
(
- Master (Two yrs)