| Masterarbeit (22) |
|---|
Risk Measures on Probabilities
Trovato L., Betreuer: Prof. Dr Farkas E.
2013 |
Study and calibration of a LIBOR forward swap model with stochastic volatility
Mori G., Betreuer: Prof. Dr Farkas E.
Zurich, 2013 |
Cross-Sectional Approach in a Trend-Follower Strategy: Momentum within and Across Asset Classes
Lüssi D., Betreuer: Prof. Dr Farkas E.
Zurich, 2013 |
Beschaffungsrichtlinie - Planung, Beschaffung, Abwicklung
Angelico R., Betreuer: Prof. Dr Farkas E.
Zurich, 2013 |
Trend and Mean Reversion Modelling in a Market with Heterogeneous Investors: A Dynamical Systems Approach
Seth T., Betreuer: Prof. Dr Farkas E.
Zurich, 2012 |
Risk measures on Orlicz spaces
Müller S., Betreuer: Prof. Dr Farkas E.
Zurich, 2012 |
Pricing Variance Swaps and Corridor Variance Swaps under General Dividend Streams
Bachem O., Betreuer: Prof. Dr Farkas E.
Zurich, 2012 |
Stochastic Volatility Modeling in Energy Markets
Drimus C., Betreuer: Prof. Dr Farkas E.
Zurich, 2012 |
Pricing and Hedging Counterparty Credit Risk
Dominedo L., Betreuer: Prof. Dr Farkas E.
Zurich, 2012 |
Co-integration in energy markets
Zhao D., Betreuer: Prof. Dr Farkas E.
Zurich, 2012 |
Prediction of derivatives prices using Greeks
Raemy C., Betreuer: Prof. Dr Farkas E.
Zurich, 2011 |
Performance attribution of convertible bond portfolio
Ilic P., Betreuer: Prof. Dr Farkas E.
Zurich, 2011 |
Real rate swaptions: pricing and calibration
Vettorato W., Betreuer: Prof. Dr Farkas E.
Zurich, 2011 |
Empirical analysis of fixed income products: the role of interest rates and spread duration in ALM (Appendix)
Kaczmarek K., Betreuer: Prof. Dr Farkas E.
Zurich, 2011 |
Optimal execution with temporary and permanent impact functions
Achtsis N., Betreuer: Prof. Dr Farkas E.
Zurich, 2011 |
Hedge Fund Fraud prediction using classification algorithms
Filimon A., Betreuer: Prof. Dr Farkas E.
Zurich, 2011 |
Bayesian Filtering for Volatility Estimation
Hinrichsen J., Betreuer: Prof. Dr Farkas E.
Zürich, 2010 |
Dependence in commodity markets - empirical evidence and estimation
Schonle K., Betreuer: Prof. Dr Farkas E.
Zürich, 2010 |
Economic capital assessment: An application using a conditional copula approach
Panchaud O., Betreuer: Prof. Dr Farkas E.
Zürich, 2010 |
On the mathematical foundations of the Froot-Stein model
Loubet E., Betreuer: Prof. Dr Farkas E.
Zürich, 2010 |
CDO PRICING VIA STOCHASTIC FILTERING
Shkodrova I., Betreuer: Prof. Dr Farkas E.
Zürich, 2010 |
Modeling operational risk using extreme-value theory and copulas
Gourier E., Betreuer: Prof. Dr Farkas E.
Zürich, 2008 |
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