Student theses
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Utility-based hedging of exotic options under finite liquidity: a computational approach
Rakwongwan, U. (Author), Pennanen, T. (Supervisor) & Armstrong, J. (Supervisor), 1 May 2020Student thesis: Doctoral Thesis › Doctor of Philosophy
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Trends in the UK mortality experience
Hamilton-Glover, M. D. (Author), Pennanen, T. A. (Supervisor), 1 Oct 2018Student thesis: Master's Thesis › Master of Philosophy
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The Stochastic Cauchy Problem driven by a cylindrical Levy Process
Umesh, U. (Author), Riedle, M. (Supervisor) & Dumitrescu, R.-L. (Supervisor), 2018Student thesis: Doctoral Thesis › Doctor of Philosophy
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The influence of geometry on stochastic processes
King, T. (Author), Armstrong, J. (Supervisor), 1 Aug 2021Student thesis: Doctoral Thesis › Doctor of Philosophy
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Stochastic partial differential equations driven by cylindrical Lévy processes
Kosmala, T. (Author), Riedle, M. (Supervisor), 1 Mar 2020Student thesis: Doctoral Thesis › Doctor of Philosophy
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Stochastic Analysis for Cylindrical Lévy processes
Bodo, G. (Author), Riedle, M. (Supervisor), 1 Oct 2023Student thesis: Doctoral Thesis › Doctor of Philosophy
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Multiscaling in Complex Systems Data and Their Multidimensional Analysis
Brandi, G. (Author), Di Matteo, T. (Supervisor) & Annibale, A. (Supervisor), 1 Sept 2022Student thesis: Doctoral Thesis › Doctor of Philosophy
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Modelling default risk including idiosyncratic default risk in returns on corporate bond portfolios
Liu, H. (Author), Pennanen, T. (Supervisor) & Buescu, C. (Supervisor), 1 Apr 2020Student thesis: Master's Thesis › Master of Philosophy
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Empirical analysis and theoretical modelling of volatility: evolution from traditional to modern approaches
Pogudin, A. (Author), Di Matteo, T. (Supervisor), 1 Aug 2021Student thesis: Doctoral Thesis › Doctor of Philosophy
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Cylindrical Lévy Processes in the Lévy White Noise Approach
Griffiths, M. (Author), Riedle, M. (Supervisor) & Shargorodsky, E. (Supervisor), 1 Nov 2022Student thesis: Doctoral Thesis › Doctor of Philosophy
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Contributions to covariance estimation, correlated assets trading and implied variance model
Mustafayeva, K. (Author), Buescu, C. (Supervisor) & Wang, W. (Supervisor), 1 Jun 2020Student thesis: Doctoral Thesis › Doctor of Philosophy
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Complexity in financial time-series
Buonocore, R. J. (Author), Di Matteo, T. (Supervisor), 2018Student thesis: Doctoral Thesis › Doctor of Philosophy
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