Profilbild

Chris Bardgett - Supervised theses

Assistent Prof. M. Leippold



Publications Supervised theses

Master Theses (5)

Scenario generation for risk management – implied volatility dynamics modeling
Thomas Weber
Supervisor(s): Markus Leippold, Chris Bardgett
University of Zurich, 2014.


Price discovery in the International Monetary Market currency futures and the currency spot market
Patrick Quensel
Supervisor(s): Chris Bardgett, Markus Leippold
University of Zurich, 2013.


Extensions to Local Volatility Models
Dimitrij Nabatov
Supervisor(s): Chris Bardgett, Markus Leippold
University of Zurich, 2012.


FAST FOURIER TRANSFORM (FFT) METHODS IN OPTION PRICING
Ueli Hofstetter
Supervisor(s): Chris Bardgett, Markus Leippold
University of Zurich, 2011.


Credit Default Swap contracts and credit risk during the financial crisis
Matthias Schnare
Supervisor(s): Chris Bardgett, Markus Leippold
University of Zurich, 2010.


Bachelor Theses (1)

The negative basis trade: How to measure the CDS basis adequately
Fabian Kunz
Supervisor(s): Chris Bardgett, Markus Leippold
University of Zurich, 2010.