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- 2022
-
Mark
Monte-Carlo Based Pricing of American Options Using Known Characteristics of the Expected Continuation Value Function
(
- Master (Two yrs)
-
Mark
Neural Networks for Credit Risk and xVA in a Front Office Pricing Environment
(
- Master (Two yrs)
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Mark
Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
(
- Master (Two yrs)
- 2021
-
Mark
The Two-Envelope Problem: A Numerical Simulation
(
- Bach. Degree
-
Mark
Prediction of quote acceptance in a B2B environment using Random Forests and Gradient Boosting Machines
(
- Master (Two yrs)
-
Mark
Deep reinforcement learning for real-time power grid topology optimization
(
- Bach. Degree
-
Mark
Factor Models For The Term Structure Of STIBOR Rates
(
- Bach. Degree
-
Mark
Variable selection for generalized linear mixed model by L1 penalization for predicting clinical parameters of ovarian cancer
(
- Bach. Degree
-
Mark
Forward start options in Heston model
(
- Master (Two yrs)
-
Mark
How Many Stocks Should You Buy? A Simulation Study on Portfolio Diversification for the Swedish Stock Market
(
- Master (Two yrs)