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Dr. Ciprian Necula - Supervised theses

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@alucen.nairpicbf.uzh.ch
AND-2.32, Andreasstr. 15, 8050 Zürich
+41 44 634 45 79
vCard Team Farkas Teaching Publications Supervised theses

Master Theses (3)

Portfolio Selection under the Geometric Mean-Downside Risk Framework
Michelle Kuehne
Supervisor(s): Erich Walter Farkas, Ciprian Necula
ETH, 2016.


Pricing Spread Options with Numerical and Analytic Approximations, A Comparative Analysis
Damian Tschirky
Supervisor(s): Erich Walter Farkas, Ciprian Necula, Fulvia Fringuellotti
ETH, 2016.


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


Bachelor Theses (1)

A comparison of option pricing models
Fabian Köchli
Supervisor(s): Erich Walter Farkas, Ciprian Necula
University of Zurich, 2016.