Showing 21 - 40 results of 181 for search '"Mathematical Finance"', query time: 0.08s Refine Results
  1. 21
    A robust approach to pricing-hedging duality and related problems in mathematical finance

    A robust approach to pricing-hedging duality and related problems in mathematical finance by Hou, Z

    Published 2016
    “…<p>In this thesis, we pursue a robust approach to pricing and hedging problems in mathematical finance. The general goal of this approach is to develop a pricing and hedging theory, which is based mainly on the market information than on a specific probabilistic belief about the future evolution of the risky assets. …”
    Thesis
  2. 22
    Robust pricing and hedging beyond one marginal

    Robust pricing and hedging beyond one marginal by Spoida, P

    Published 2014
    Subjects: “…Mathematical finance…”
    Thesis
  3. 23
    Topics on forward investment theory

    Topics on forward investment theory by Almeida Serra Costa Vitoria, P

    Published 2015
    Subjects: “…Mathematical finance…”
    Thesis
  4. 24
    Optimal decisions in finance: passport options and the bonus problem

    Optimal decisions in finance: passport options and the bonus problem by Penaud, A

    Published 2000
    Subjects: “…Mathematical finance…”
    Thesis
  5. 25
    Topics in portfolio choice: qualitative properties, time consistency and investment under model uncertainty

    Topics in portfolio choice: qualitative properties, time consistency and investment under model uncertainty by Kallblad, S

    Published 2014
    Subjects: “…Mathematical finance…”
    Thesis
  6. 26
    Model free optimisation in risk management

    Model free optimisation in risk management by Shahverdyan, S

    Published 2015
    Subjects: “…Mathematical finance…”
    Thesis
  7. 27
    Utility-based pricing of stochastic income

    Utility-based pricing of stochastic income by Angus, IJ

    Published 2012
    Subjects: “…Mathematical finance…”
    Thesis
  8. 28
    Behavioral optimal consumption and portfolio selection in continuous time

    Behavioral optimal consumption and portfolio selection in continuous time by Wang, K

    Published 2013
    Subjects: “…Mathematical finance…”
    Thesis
  9. 29
    Vanna-Volga and Karasinski Risk Correction Methods

    Vanna-Volga and Karasinski Risk Correction Methods by Tao, M

    Published 2009
    Subjects:
    Thesis
  10. 30
    Electronic trading in the foreign exchange spot market

    Electronic trading in the foreign exchange spot market by Gould, MD

    Published 2013
    Subjects:
    Thesis
  11. 31
    A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging

    A Bayesian approach to financial model calibration, uncertainty measures and optimal hedging by Gupta, A

    Published 2010
    Subjects: “…Mathematical finance…”
    Thesis
  12. 32
    Numerical solutions to a class of stochastic partial differential equations arising in finance

    Numerical solutions to a class of stochastic partial differential equations arising in finance by Bujok, K, Karolina Bujok

    Published 2013
    Subjects: “…Computational and Mathematical Finance…”
    Thesis
  13. 33
    A stochastic partial differential equation approach to mortgage backed securities

    A stochastic partial differential equation approach to mortgage backed securities by Ahmad, F

    Published 2012
    Subjects:
    Thesis
  14. 34
    Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar, volume III /

    Quantitative analysis in financial markets : collected papers of the New York University Mathematical Finance Seminar, volume III / by 472450 New York University Mathematical Finance Seminar (1995-1998), Avellaneda, Marco, 1955-

    Published 2001
  15. 35
    Modelling price dynamics through fundamental relationships in electricity and other energy markets

    Modelling price dynamics through fundamental relationships in electricity and other energy markets by Coulon, M

    Published 2009
    Subjects:
    Thesis
  16. 36
    Intelligent techniques for the identification of outliers in financial time series.

    Intelligent techniques for the identification of outliers in financial time series. by Chiah, Hwee Seong., Showbhik Kalra., Tan, Harry Hay Leng.

    Published 2008
    Subjects: “…DRNTU::Business::Finance::Mathematical finance…”
    Get full text
    Thesis
  17. 37
    Model to measure the adequacy of retirement funds.

    Model to measure the adequacy of retirement funds. by Koh, Siew May., Neo, Wei Ling., Wong, Yone Wae.

    Published 2008
    Subjects: “…DRNTU::Business::Finance::Mathematical finance…”
    Get full text
    Final Year Project (FYP)
  18. 38
    Modeling prices of risky assets.

    Modeling prices of risky assets. by Chen, Shiying., Toh, Ziyin., Yeo, Eunice Chai Hoon.

    Published 2008
    Subjects: “…DRNTU::Business::Finance::Mathematical finance…”
    Get full text
    Final Year Project (FYP)
  19. 39
    Outlier estimation and detection in time series model

    Outlier estimation and detection in time series model by Ang, Liyun, Tan, Ann Chi, Teh, Judy Hui Hui

    Published 2008
    Subjects: “…DRNTU::Business::Finance::Mathematical finance…”
    Get full text
    Final Year Project (FYP)
  20. 40
    Profit modelling of newspapers circulation for Singapore Press Holdings

    Profit modelling of newspapers circulation for Singapore Press Holdings by Chng, Cheow Sheng, Wee, Zhiqiang, Fang, Elvin Li Fong

    Published 2008
    Subjects: “…DRNTU::Business::Finance::Mathematical finance…”
    Get full text
    Final Year Project (FYP)

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