Profilbild

Robert Huitema - Betreute Arbeiten

Assistent Prof. W. Farkas



Publikationen Betreute Arbeiten

Masterarbeiten (4)

Co-Integration in Commodity Markets
Gaetan Jacot
Betreuer: Erich Walter Farkas, Ciprian Necula, Robert Huitema
University of Zurich, 2014.


Change of Measure for Stock Prices in Risk-Neutral Valuation
Ioa Gavrila
Betreuer: Erich Walter Farkas, Robert Huitema
University of Zurich, 2014.


The detection of bubbles with the FTS-GARCH model and extensions
Martin Pleischl
Betreuer: Erich Walter Farkas, Robert Huitema
University of Zurich, 2013.


The use of Financial Networks in a Multi-Factor Pricing Model
Alexey Fedotov
Betreuer: Erich Walter Farkas, Robert Huitema
University of Zurich, 2013.