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- 2023
-
Mark
The impact of "loose " restrictions in Sweden during the COVID-19 virus , compared to the neighbouring Scandinavian countries.
(
- Bach. Degree
-
Mark
Assessment and evaluation of heterogeneity in data from immune infiltration spatial niches in lung cancer
(
- Bach. Degree
-
Mark
Dynamic Covariance Modelling Using Generalised Wishart Processes
(
- Master (Two yrs)
- 2022
-
Mark
LEAST -SQUARE MONTE CARLO BASED OPTION PRICING OF EUROPEAN AND BERMUDAN STOCK INDEX OPTIONS
(
- Master (Two yrs)
-
Mark
Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread
(
- Master (Two yrs)
-
Mark
Neural Networks for Credit Risk and xVA in a Front Office Pricing Environment
(
- Master (Two yrs)
-
Mark
Monte-Carlo Based Pricing of American Options Using Known Characteristics of the Expected Continuation Value Function
(
- Master (Two yrs)
-
Mark
Factor Models for Futures Contracts to Improve Estimation of the Correlation Matrix
(
- Master (Two yrs)
-
Mark
Detektering och Visualisering av Långsiktiga Avvikande Handelsbeteenden
(
- 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
How Many Stocks Should You Buy? A Simulation Study on Portfolio Diversification for the Swedish Stock Market
(
- Master (Two yrs)
-
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)
- 2020
-
Mark
Impact of an interest rate coverage in a life insurance company
(
- Master (Two yrs)
-
Mark
Some implications of Liquidity risk and related issues
(
- Master (Two yrs)
-
Mark
Credit Risk Modelling - An IRB & Machine Learning Approach
(
- Bach. Degree
-
Mark
Consistent pricing of VIX options
(
- Master (Two yrs)
-
Mark
Estimating Risk Using Stochastic Volatility Models and Particle Stochastic Approximation Expectation Maximization
(
- Master (Two yrs)
-
Mark
Covariance Matrix Regularization for Portfolio Selection: Achieving Desired Risk
(
- Master (Two yrs)
- 2019
-
Mark
High-risk Consumer Credit Scoring using Machine Learning Classification
(
- Master (Two yrs)
-
Mark
Hierarchical Clustering of Time Series using Gaussian Mixture Models and Variational Autoencoders
(
- Master (Two yrs)
-
Mark
Numerical solution for derivative models using finite difference methods and how this can be used with Monte Carlo simulation
(
- Master (Two yrs)
-
Mark
Evaluation of applicant quality for a recruitment company using machine learning
(
- Bach. Degree
-
Mark
Efficient Barrier Option Greeks using Automatic Differentation
(
- Master (Two yrs)
-
Mark
A Utility Approach: Strategy Analysis and Optimization
(
- Master (Two yrs)
- 2018
-
Mark
A Fourier approach to valuating derivative assets
(
- Master (Two yrs)
-
Mark
Asset and Liability Management: Optimization using Least-Squares Monte Carlo
(
- Master (Two yrs)
-
Mark
Modelling News Sentiment Flow Using Spatial Hawkes Processes: Dependencies Between Topics and Countries
(
- Master (Two yrs)
-
Mark
Anticipated Events’ Impact on FX Options’ Implied Volatility
(
- Master (Two yrs)
-
Mark
To what degree is the VIX benchmark computed by CBOE representative of its definition?
(
- Master (Two yrs)
-
Mark
A Black-Litterman portfolio allocation model combined with a Markov switching framework
(
- Master (Two yrs)
-
Mark
Pricing fixed price electricity contracts in the Nordic region
(
- Master (Two yrs)
- 2017
-
Mark
Quasi-Monte Carlo Integration over Non-Cubical Domains
(
- Master (Two yrs)
-
Mark
Estimation of Probability of Default in Low Default Portfolios
(
- Master (Two yrs)
-
Mark
Markov Regime Switching Model Implementation to the Stockholm Stock Market & Comparison with Equal Weight Portfolio
(
- Bach. Degree
-
Mark
Strategies for High Frequency FX Trading - The choice of bucket size
(
- Master (Two yrs)
-
Mark
To Measure Concentration Risk - A comparative study
(
- Master (Two yrs)
-
Mark
Modeling market activity using 1D non-homogeneous Hawkes Processes
(
- Master (Two yrs)
-
Mark
Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure
(
- Master (Two yrs)
- 2016
-
Mark
Robustness Analysis when Estimating Economic Capital for Credit Risk
(
- Master (Two yrs)
-
Mark
Absolute & Relative Credit Quality Assessment
(
- Master (Two yrs)
-
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
Randomized Quasi-Monte Carlo Simulations for Basket Option Pricing where underlying assets follow a Time-Changed Meixner Levy 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
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
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
Black-Litterman allocation model: Application and comparision with OMX Stockholm Benchmark PI (OMXSBPI)
(
- Bach. Degree
-
Mark
Inference and hedging of the Heston model under P (a simulation study)
(
- Master (Two yrs)
-
Mark
Pricing swing options in the electricity market
(
- Master (Two yrs)
- 2014
-
Mark
Pricing Timer Options under Jump-Diffusion Processes
(
- Master (Two yrs)
-
Mark
Responding to the Eurozone Crisis - Applying the Shadow Rating Approach to Determine Economic Capital for Sovereign Exposures
(
- Master (Two yrs)
-
Mark
Pricing and Hedging using Hedge Monte-Carlo Method
(
- Master (Two yrs)
-
Mark
A new dimension to Risk Assessment
(
- Master (Two yrs)
-
Mark
Modelling prices of in-play football betting
(
- Master (Two yrs)
-
Mark
Modeling Copper Prices and Risk Management
(
- Master (Two yrs)
-
Mark
Prudent Valuation & Model Risk Quantification
(
- Master (Two yrs)
-
Mark
On Monte Carlo approximation of the Snell envelope with application to the pricing of American options
(
- Bach. Degree
-
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)
-
Mark
Improving Portfolio Performance
(
- Master (Two yrs)
- 2013
-
Mark
Swedish Bonds Term Structure Modeling with the Nelson Siegel Model
(
- Bach. Degree
-
Mark
Modeling Swedish government yields with the Dynamic Nelson Siegel and the Dynamic Nelson Siegel Svensson Model
(
- Master (Two yrs)
-
Mark
Pricing of American Options
(
- Master (Two yrs)
-
Mark
Marknadsrisk i livförsäkringsprodukter med garanti. En optionsreplikations-studie av ”Nya världen”
(
- Master (Two yrs)
-
Mark
Unlimited Prices: An Extreme Value Distribution Approach to Estimating Art Prices
(
- Master (Two yrs)
-
Mark
Calibration of FX Options and Pricing of Barrier Options
(
- Master (Two yrs)
-
Mark
Hedging under Parameter Uncertainty
(
- Master (Two yrs)
-
Mark
Evaluating market risk in a portfolio with heavy-tailed risk factors using Monte Carlo Methods
(
- Master (Two yrs)
-
Mark
Development of an improved mixing model for an SRM code
(
- Bach. Degree
- 2012
-
Mark
Risk Driving Factors for Covered Bond Issuers in Sweden
(
- Master (Two yrs)
-
Mark
Credit Valuation Adjustment, Risk Capital Charge under Basel III
(
- Master (Two yrs)
-
Mark
Modeling of Policyholders Fund Switching Behavior within the Swedish
(
- Master (Two yrs)
-
Mark
Discrete space-simulation for Lévy processes
(
- Master (Two yrs)
- 2010
-
Mark
Hedging portfolio tail risk
(
- Master (Two yrs)