Profilbild

Robert Huitema - Supervised theses

Assistent Prof. W. Farkas



Publications Supervised theses

Master Theses (4)

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


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


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


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