Profilbild

Pascal Marco Caversaccio - Betreute Arbeiten

Research Assistant & PhD Student Prof. M. Leippold



Betreute Arbeiten

Masterarbeiten (3)

Forecasting Volatility: Causality of Index and Constituents
Eleni Verteouri
Betreuer: Pascal Marco Caversaccio, Markus Leippold
University of Zurich, 2015.


Sequential Calibration of Option Pricing Models Using Nonlinear Filtering Methods
Tim Marahrens
Betreuer: Markus Leippold, Pascal Marco Caversaccio
University of Zurich, 2014.


Analysis of FX Hedging at Mutual Funds
Martin Overhoff
Betreuer: Markus Leippold, Pascal Marco Caversaccio
University of Zurich, 2014.


Bachelorarbeiten (1)

The Added Value of Situational Fund Analysis
Vadim Sobolev
Betreuer: Pascal Marco Caversaccio, Markus Leippold
University of Zurich, 2014.