Suchen
Suchergebnisse
Select an image to start the slideshow
Evaluation Bench for Portfolio Optimization
1 of 10
Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo Simulation.
2 of 10
Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carlo Methods
3 of 10
Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
4 of 10
Organization & Analysis of Stock Option Market Data
5 of 10
Interdependence of US Industry Sectors Using Vector Autoregression
6 of 10
Pricing of Multi-Name Credit Derivatives Using Copulas
7 of 10
Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming.
8 of 10
Portfolio Optimization Based on Robust Estimation Procedures
9 of 10
Prices of Credit Default Swaps and the Term Structure of Credit Risk
10 of 10
