Profilbild

Pascal Marco Caversaccio - Supervised theses

Research Assistant & PhD Student Prof. M. Leippold



Supervised theses

Master Theses (3)

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


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


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


Bachelor Theses (1)

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