2024
- Optimizing the Drawdown Duration of Financial Portfolios. Master thesis, 2024 more…
- On Price Formation in Prediction Markets. Master thesis, 2024 more…
- The Martingale Method for Optimal Investment with Random Endowment. Master thesis, 2024 more…
- Closed-form portfolio optimization under generalized GARCH models. Master thesis, 2024 more…
- Almost sure central limit theorem and its applications. Master thesis, 2024 more…
- Composite Goodness-of-fit Tests with Kernels. Master thesis, 2024 more…
- Machine Learning Methods for Financial Data Augmentation. Master thesis, 2024 more…
- Financial Time Series Forecasting with Transformer-based Models. Master thesis, 2024 more…
- A Multi-Curve Approach to Market Consistent Pricing. Master thesis, 2024 more…
- Multivariate Affine GARCH in portfolio optimization. Master thesis, 2024 more…
2023
- Exploring Dynamic Pricing Strategies with Demand Covariates. Master thesis, 2023 more…
- Robust Portfolio Optimization for Small and Medium Sized Banks. Master thesis, 2023 more…
- SHAP-Value Analysis: Advantages and Disadvantages with application on insurance demand models. Master thesis, 2023 more…
- A Generalized Framework for Applications of DDPG in Portfolio Optimization. Master thesis, 2023 more…
- Cyber risk as a challenge to classical actuarial methods. Master thesis, 2023 more…
- Dynamic Portfolio Optimization for Time-Inconsistent Models. Master thesis, 2023 more…
- Modeling the severity of the financial consequences of German fire incidents. Master thesis, 2023 more…
- Natural Catastrophe Modelling for Marine insurance. Master thesis, 2023 more…
- Axiomatic Approaches to Performance Measures and their Applications. Master thesis, 2023 more…
- Multivariate Default Modeling based on Lévy Subordinators and and Marshall–Olkin Copulas. Master thesis, 2023 more…
- Combining Deep Learning with Reinforcement Learning for Cryptocurrency Market Making. Master thesis, 2023 more…
- Hedging and optimizing Energy Portfolio, given evolution of risk exposure with energy transition and geographical location. Master thesis, 2023 more…
- Portfolio Optimization in an affine GARCH Model Using Derivatives. Master thesis, 2023 more…
- Modelling Multivariate Financial Risk through Copula-based Distribution Learning. , 2023 more…
- A Global Model for Capital Markets: Improvement of Calibration to Account for Stylized Facts. Master thesis, 2023 more…
- Applications of Nonparametric Survival Analysis in Credit Risk. Master thesis, 2023 more…
- Maximum Mean Discrepancy for Model Comparisons. Master thesis, 2023 more…
- Portfolio Optimization with Parameter Uncertainty under a GARCH Model. Master thesis, 2023 more…
- Modelling Recovery Rates for Real Estate Industry in Europe. Master thesis, 2023 more…
- A stochastic approach to value Private Equity investments. Master thesis, 2023 more…
- Claim Frequency Modeling in Cyber Insurance. Master thesis, 2023 more…
- The effect of greenwashing allegations on green bond prices. Master thesis, 2023 more…
- A Study on Portfolio Optimization with ESG Scores. Master thesis, 2023 more…
- Implementing Constraints into Portfolio Optimization with Clustering. Master thesis, 2023 more…
- Flexible regression models for the analysis of competing risks. , 2023 more…
2022
- Econometric Test for Predictive Accuracy. Master thesis, 2022 more…
- The Signature Transform and Applications. Master thesis, 2022 more…
- Reinforcement Learning for Dynamic Investment Strategies in Continuous Time. Master thesis, 2022 more…
- On the actuarial control of the premiums and benefits in German public pension systems. Master thesis, 2022 more…
- Option Pricing with Quantum Generative Adversarial Networks. Master thesis, 2022 more…
- Dynamic Portfolio Optimization Based on a Crisis Indicator. Master thesis, 2022 more…
- Analysing the relation of expected signatures to laws of stochastic processes. , 2022 more…
- Robust Inference in Predictive Regressions of Stock Returns. Master thesis, 2022 more…
- Machine Learning in Empirical Asset Pricing: A global investor perspective. Master thesis, 2022 more…
- The Impact of the COVID-19 Pandemic on the Mortality of the German Population - A Comparison with four other European Countries. Master thesis, 2022 more…
- Deep Hedging and Market Generation. Master thesis, 2022 more…
- Intergenerational Risk Sharing in Collective Defined Contribution Plans. Master thesis, 2022 more…
- Term Structure Forecasting using Machine Learning. Master thesis, 2022 more…
- Tweedie’s Compound Poisson Model - Application to Insurance Claims Modelling. Master thesis, 2022 more…
- Multi-population mortality models: Comparison of the frequentist approach and the Bayesian inference in development of the multi-population mortality models. Master thesis, 2022 more…
- Earnings Forecast via Machine Learning and Estimation of the Implied Cost of Capital. Master thesis, 2022 more…
- Individual Claims Reserving Models in Non-Life Insurance - A Survey. Master thesis, 2022 more…
- The Martingale Hypothesis for a First Order Markovian-in-Mean. Master thesis, 2022 more…
- Decomposition of Anomaly Returns – Mispricing or Risk? Master thesis, 2022 more…
2021
- Financial Analysis of solar and storage Power Purchase Agreements. Master thesis, 2021 more…
- The market impact of corporate bond ETFs – An empirical analysis of European bond markets. Master thesis, 2021 more…
- Extreme Value Theory in Practice. Modelling High Water Levels at the Isar. Master thesis, 2021 more…
- Reinforcement Learning for dynamic Investment Strategies. Master thesis, 2021 more…
- Vuong Test for Model Selection and its Application to Machine Learning. Master thesis, 2021 more…
- Gaussian and Student's t multivariate time series models and their relation to vine copulas. Master thesis, 2021 more…
- Design and Demand of Retirement Products in the Accumulation Phase - An Analysis of the Policyholders' Perspective. Master thesis, 2021 more…
- Expected Utility Theory on General Affine GARCH Models. Master thesis, 2021 more…
- Experience Rating in Competitive Insurance Markets under Asymmetric Information. Master thesis, 2021 more…
- Vine-based Stationary Time Series Models for Mixed-Type Data. Master thesis, 2021 more…
2020
- Computing optimal portfolios of credit-risky assets under Marhall-Olkin distribution. Master thesis, 2020 more…
- Bonds and the Cross-section of Stocks: International Evidence. , 2020 more…
- Green Bonds – Impact of environmental changes on the bond market. Master thesis, 2020 more…
- Vehicle Classification – Using Different Machine Learning Algorithms to create Vehicle Risk Classes. , 2020 more…
- Multi-Population Mortality Models - A Comparison via a Socio-Economic Index of Deprivation on Italian Population. Master thesis, 2020 more…
- Directed Percolation and the Transition to Turbulence: A geo-Statistical Analysis. Master thesis, 2020 more…
- Extracting Short-Term Interest Rates from Derivatives Data – A Comparative Analysis. Master thesis, 2020 more…
- Social-Media based NLP-powered ESG Scoring Methodology. Master thesis, 2020 more…
- Portfolio Optimization with Affine GARCH Models. Master thesis, 2020 more…
- State-Space Models with Regime-Switching – an Application to Crude Oil Markets. Master thesis, 2020 more…
- Modeling, Decomposing and Forecasting Credit Spreads using Machine Learning Methodology. Master thesis, 2020 more…
- Stackelberg Games in Insurance and Reinsurance. Master thesis, 2020 more…
- Kalibrierung und Validierung eines 2-Faktor-Hull-White Modellsin einem Economic Scenario Generator unter Solvency II. Master thesis, 2020 more…
- Modelling of Dependence between Oil Price Shocks and Stock Market Returns using Dynamic Vine Copula Models. Master thesis, 2020 more…
- Implementation of factor strategies in the financial market. Master thesis, 2020 more…
- Portfolio Optimization: Not Necessarily Concave Utility and Constraints on Wealth and Allocation. Master thesis, 2020 more…
- Lead-lag effects in the VIX ETPs. Master thesis, 2020 more…
- Statistische Modelle für medizinische Inflation. Master thesis, 2020 more…
- Driving macroeconomic factors of individual recovery rates. Master thesis, 2020 more…
- Contributing to estimating the distribution of household wealth. Master thesis, 2020 more…
- A machine learning approach to predict trends of exchange traded products on the VIX. Master thesis, 2020 more…
- Applications of Extreme Value Theory in Cyber Risk Modelling. Master thesis, 2020 more…
- Copula Transformation Method for Collective Risk Models. Master thesis, 2020 more…
- Betrachtung von Emil J. Gumbel als Lehrperson aus politischer und mathematischer Perspektive mit einer fachdidaktischen Analyse statistischer Lehrinhalte. Master thesis, 2020 more…
- Neural Networks for Claims Reserves Estimation in Legal Expenses Insurance. Master thesis, 2020 more…
- Inference from Annual ESG-Scores and Social-Media based Sconing Methodology. Master thesis, 2020 more…
- A Neural Network Approach To Optimal Investment Strategies. Master thesis, 2020 more…
- Stochastic Mortality Modelling - Comparative Model Analysis and Quantification of Longevity Risk under Solvency II. Master thesis, 2020 more…
- Securitization of solar power purchase agreements. Master thesis, 2020 more…
- The Hierarchical Lévy-Frailty Default Model - Application to CDO Pricing. Master thesis, 2020 more…
- Combination of Two Approximation Approaches in Insurance Liability Modeling. Master thesis, 2020 more…
- Market anomalies using machine learning techniques. Master thesis, 2020 more…
2019
- Customer churn prediction in the insurance industry using machine learning methods (in cooperation with ERGO). Master thesis, 2019 more…
- Approximation of the Loss Distribution for a Generalized Multi-Period Credit Risk Model. Master thesis, 2019 more…
- Machine Learning in Life Insurance – Searching for patterns in Stochastic projections (in Kooperation mit Swiss Life). Master thesis, 2019 more…
- Dissecting characteristics via machine learning. Master thesis, 2019 more…
- Clarke's Test For Non-Nested Model Comparison. Master thesis, 2019 more…
- Comparison of Interest Rate Models based on their Sensitivity Profile and Hedge Performance for Multi-Callables. , 2019 more…
- The Idiosyncratic Volatility Puzzle and Average Stock Variance Evidence from Japan. , 2019 more…
- The BIX-Creating a Bitcoin Volatility Index. Master thesis, 2019 more…
- Dynamic Investment Strategies under Minimum Guarantee and Risk Contraints. Master thesis, 2019 more…
- A comparison of liquidity proxies for the German stock market. , 2019 more…
- Managing Mortality Risk with Pooled Annuity Funds under a stochastic mortality approach. Master thesis, 2019 more…
- Modelling Oil Price Shocks and Stock Market Returns using D-Vine Copula Models. Master thesis, 2019 more…
- Risk Free Interest Rate Implied from Put-Call Parity Relation for German Market. Master thesis, 2019 more…
- Model Dependence Analysis between a Risk Model and Churn Model in Non-Life Insurance. Master thesis, 2019 more…
- Modelling Recovery Rates. Master thesis, 2019 more…
- A machine learning approach to estimate analyst forecast errors. , 2019 more…
- Pricing of Callable Perpetual Contingent Convertible Bonds. Master thesis, 2019 more…
- Optimal Investment Strategies for Participating Contracts. Master thesis, 2019 more…
- Analysis of DAX Options and Warrants. Master thesis, 2019 more…
- Machine learning techniques for insurance claims prediction. Master thesis, 2019 more…
- Machine Learning Applications for Asset Allocation. , 2019 more…
- Timing an sizing of residential PV in New South Wales with a real option approach. , 2019 more…
- Machine Learning in Insurance in cooperation with ERGO. , 2019 more…
- A Protocol for Factor Identification: Theory and steps to replicate. Master thesis, 2019 more…
- The Hüsler-Reiss Copula - Properties, Estimation and Simulation. Master thesis, 2019 more…
2018
- A Comparison of Factor Models for the Japanese Stock Market. Master thesis, 2018 more…
- Emil J. Gumbel´s Contribution to Multivariate Analysis. Master thesis, 2018 more…
- Dependencies between Sub-portfolios in Prohabilistic Natural Hazard Models: Analysis and Approximation with Copulas. Master thesis, 2018 more…
- Pricing of long-term CDO-like Structure in Life Reinsurance. Master thesis, 2018 more…
- Industry Trade Networks and the Cross-Section of Stock Returns: Evidence from Germany. Master thesis, 2018 more…
- Price Discovery and Efficiency in Bitcoin Markets. Master thesis, 2018 more…
- Portfolio diversification using the hierarchical clustering approach. Master thesis, 2018 more…
- Behavioral Asset Pricing in the Stock Markets of the United States and Great Britain. Master thesis, 2018 more…
- Contagion in Time Continuous Bank Run models. Master thesis, 2018 more…
- Decomposition of Credit Spreads For Euro Area Government and Corporate Bonds. Master thesis, 2018 more…
- Reconstructing of a financial network – Comparison of the Exponential random graph model and the Fitness model. , 2018 more…
- General Vine Copula Models for Stationary Multivariate Time Series. Master thesis, 2018 more…
- Large VAR modeling with application to energy data. Master thesis, 2018 more…
- Reducing the Impact of Estimation Error on Portfolio Optimization. Master thesis, 2018 more…
- Pricing Bitcoin Options using Extension of the Black Scholes Model & Determining the Economics of Cryptocurrency Competition. Master thesis, 2018 more…
- Modeling and forecasting downturn LGD. Master thesis, 2018 more…
- Model Comparison with Sharpe Ratios – How to Choose Model Factors for Asset Pricing Models? Master thesis, 2018 more…
- Self-Harming Mergers - A Game Theoretical Analysis. Master thesis, 2018 more…
- Price of Liquidity in the Reinsurance of Fund Returns – Analytic and Numerical Valuation. , 2018 more…
- Overprice Warrants in the EU Market. Master thesis, 2018 more…
- Statistical inference for Blomqvist´s beta. Master thesis, 2018 more…
- An Experimental Comparison of Balanced Scorecard and Fix Remuneration Systems - With Focus on Cultural Differences between Australia and Germany. Master thesis, 2018 more…
- ALM-Optimization using Core-Satellite Decomposition and Robustification. Master thesis, 2018 more…
- On the Relation between Implied Cost of Capital and Stock Returns Using Models Including Current Earnings Forecasts. , 2018 more…
- Forecasting claim inflation in non-life insurance using macroeconomic factors. Master thesis, 2018 more…
- Hawkes Processes in Insurance: Risk Modelling and Optimal Investment. , 2018 more…
- Deep Learning in Index Forecasting and Portfolio Optimization. Master thesis, 2018 more…
2017
- Spurious regression and cointegration of unit-root time series. Master thesis, 2017 more…
- Stress testing with ROM simulation. Master thesis, 2017 more…
- Rearrangement Algorithm. Master thesis, 2017 more…
- Forecasting GDP for the Euro Area using Dynamic Factor Models for Mixed Frequency Data. Master thesis, 2017 more…
- Risk Premia in Crude Oil Futures and Option Markets. Master thesis, 2017 more…
- Optimal fees in hedge funds with first-loss compensation using non-concave utility maximization. Master thesis, 2017 more…
- Computational aspects for multivariate shortfall risk allocation. Master thesis, 2017 more…
- Interpolation of Implied Volatilities via Chebyshev Interpolation. Master thesis, 2017 more…
- Modeling Seasonal Stochastic Volatility in Agricultural Futures Markets. Master thesis, 2017 more…
- Efficient Option Pricing by ‘Magic Points’ in one and two Dimensions. Master thesis, 2017 more…
- Pricing and hedging Bermudas Swaptions. Master thesis, 2017 more…
- Optimal Mean-Variance portfolio Selection in Continuous Time via Markov-Modulated Stochastic Optimal Control. Master thesis, 2017 more…
- Diversity in Financial Risk Management – Revisiting the Lehman Sisters Hypothesis. Master thesis, 2017 more…
- Stress testing of credit portfolio models. Master thesis, 2017 more…
- Hedging of bunker fuel cost with futures or forwards. Master thesis, 2017 more…
- Model-free approaches for evaluation counterparty credit risk. Master thesis, 2017 more…
- Dynamic factor copula models and systemic risk in the banking sector. Master thesis, 2017 more…
- Seasonal Stochastic Volatility in Commodity Markets. Master thesis, 2017 more…
- Explaining aggregated recovery rates. Master thesis, 2017 more…
- Low-rank tensor approximation methods for financial problems. Master thesis, 2017 more…
2016
- Bid-Ask Calibration of Lévy Models – Theory and Implementation. Master thesis, 2016 more…
- Value-at-Risk Decomposition and Sensitivies. Master thesis, 2016 more…
- Statistical Tools for Fraud Detection in Hedge Fund Returns. Master thesis, 2016 more…
- Catastrophe Bond Pricing with Application to a left-truncated NatCat linked Loss Index. Master thesis, 2016 more…
- Robust multivariate portfolio choice with stochastic covariance in presence of ambiguity. Master thesis, 2016 more…
- Predicting Influenza-Like Illness in the USA. Master thesis, 2016 more…
- Sovency II: Standard formula vs. internal models. Master thesis, 2016 more…
- Multi-asset perspective on private equity. Master thesis, 2016 more…
- Overpriced OTC derivatives. Master thesis, 2016 more…
- General Semi-Markov Model for Limit Order Books: Theory, Implementation and Numerics. Master thesis, 2016 more…
- Designing new ventures for serving foreign merkets – the evaluation and choice of sales channel(s) by the example of a Chinese home acceccories venture in Germany. Master thesis, 2016 more…
- Economic Scenario Generation – A Statistical Evaluation on the Example of a Stochastic Investment Model. Master thesis, 2016 more…
- Hybrid Methods for Valuing Executive Share Options & Numerical Experiments. Master thesis, 2016 more…
- CVaR Portfolio - A Scenario-based Approach Using Copulas. Master thesis, 2016 more…
- State-dependent Bootstrapping of Investment Strategies. Master thesis, 2016 more…
- Statistical and Empirical Properties of Factor Model Quantile Simulation. Master thesis, 2016 more…
- Copula Modelling of Dependence in Multivariate Time Series. Master thesis, 2016 more…
- Optimal Investment Strategies under Illiquid Liabilities. Master thesis, 2016 more…
- Inflation-Protected Investment Strategies. Master thesis, 2016 more…
- Fee structures in hedge funds – An equilibrium between manager and investor. Master thesis, 2016 more…
- Smart Beta: Funds Performance Evaluation. Master thesis, 2016 more…
- The effect of diversification on value for international financial institutions. Master thesis, 2016 more…
- Portfolio optimization under regulatory constraints. Master thesis, 2016 more…
- Endpoint Estimation in Extreme Value Theory with application to sport records. Master thesis, 2016 more…
- Minimum CVaR based portfolio construction – Comparing different strategies for CDS portfolios. Master thesis, 2016 more…
- Behavioral Finance Driven Investment Strategies. Master thesis, 2016 more…
- Multi-Asset CVaR: Minimizing Downside Risk of Multi-Asset Class Portfolios. Master thesis, 2016 more…
- Non-linear statistical models for incomplete data. Master thesis, 2016 more…
- Preselection of Financial Instruments for the Portfolio Replication. Master thesis, 2016 more…
- Chebyshev Interpolation for Parametric Option Pricing: Empirical and Theoretical Investigations. Master thesis, 2016 more…
- Who holds the Carbon Risk bomb? Overview of potential Risk Takers. Master thesis, 2016 more…
- The Impact of Time Series Models in Coherent Mortality Projection. Master thesis, 2016 more…
- Exogenous shock models. Master thesis, 2016 more…
- An Actuarial Analysis of Australian Retirement Village Contracts. Master thesis, 2016 more…
- Vine Copula specifications for stationary multivariate time series. Master thesis, 2016 more…
2015
- FEM for 2D Heston’s Pricing PDE. Master thesis, 2015 more…
- Modelling of Loan Recovery Rates. Master thesis, 2015 more…
- Bilateral CVA under Collateralization, Rehypothecation and Netting. Master thesis, 2015 more…
- Interest Rate Risk Under Solvency II. Master thesis, 2015 more…
- Constrained Portfolio Optimization. Master thesis, 2015 more…
- Liability Driven Investment Strategies. Master thesis, 2015 more…
- Construction of Equivalent Martingale Measures. Master thesis, 2015 more…
- On the Usage if Entropy Distributions to Quantify Investors Sentiment in Capital Markets. Master thesis, 2015 more…
- One-factor Lévy-frailty copulas with inhomogeneous trigger rate parameters. Master thesis, 2015 more…
- Extracting the implied factor premiums from a FAMA-French three-factor model using implied cost of capital estimates. Master thesis, 2015 more…
- Ein multivariates stochastisches Volatilitätsmodell für Anwendungen im Devisenmarkt. Bachelor thesis, 2015 more…
- Copula Based Factor Models for Multivariate Asset Returns. Master thesis, 2015 more…
- Ein Frühwarnsystem zur Beurteilung der Bonität börsennotierter Unternehmen. Master thesis, 2015 more…
- Interantional Yield Curve Prediction with Common Functional Principal Component Analysis. Master thesis, 2015 more…
- Determining the Number of Factors in Approximate Factor Models. Master thesis, 2015 more…
- FAVAR Modelle: Theorie, Schätzung und Anwendung. Master thesis, 2015 more…
- Option Evaluation using Reduced Basis. Master thesis, 2015 more…
- Consistent Estimation of Factor Models using principal components. Master thesis, 2015 more…
- Calibration oft the affine LIBOR model. Master thesis, 2015 more…
- Non-linear statistical models for mixed frequency data. , 2015 more…
- Comparison of estimation procedures for the structure of hierarchical Archimedean copulas. Master thesis, 2015 more…
- Dynamic Factor Models : Estimation and Applications. Master thesis, 2015 more…
- Entwicklung eines Optimierungsverfahrens für das Hedging von Optionen im Kundengeschäft. Master thesis, 2015 more…
- FEM for Heston’s and 2D Black-Scholes‘ Pricing PDE. Master thesis, 2015 more…
- Pricing multiple barrier derivatives under stochastic volatility and random covariance. Master thesis, 2015 more…
- Analysis of Downturn Effects in the Modeling of Loss Given Default. Master thesis, 2015 more…
- Quantifizierung von CVA bei verallgemeinertem Wrong-Way-Risk Credit Value Adjustment with respect to generalized Wrong-way risk. Master thesis, 2015 more…
- The impact of senior managers´ reputation on internal capital markets: Empirical evidence from the S&P 500. Master thesis, 2015 more…
- Contingent Convertibles and the Extension Risk. Master thesis, 2015 more…
- Nonlinear Shrinkage estimation of Covariance Matrices for Portfolio Selection. Master thesis, 2015 more…
- Portfolio Insurance Strategies: Stop-Loss versus CPPI. Master thesis, 2015 more…
- The Regime-Switching Multi-Curve LIBOR Model. Master thesis, 2015 more…
- A two-step estimator for approximate factor models based on Kalman filtering. Master thesis, 2015 more…
- The Finite Element Method with Splines for Option Pricing. Master thesis, 2015 more…
2014
- Modellierung deutscher Wetterdaten mittels mehrdimensionaler Extremwerttheorie. Master thesis, 2014 more…
- Generalized Principal Component Models – Next Generation. Master thesis, 2014 more…
- Fortgeschrittene Life Cycle Asset Allocation. Master thesis, 2014 more…
- Optionality Properties in the Return Distribution of Hedge Fund Returns. Master thesis, 2014 more…
- Pricing FX Forwards including bilateral counterparty risk and funding costs. Master thesis, 2014 more…
- Markov-Switching Multifraktale Modelle mit Anwendungen. Master thesis, 2014 more…
- Diskrete Nicht-Wahrscheinlichkeits-Markt-Modelle: Transaktionskosten, Arbitrage und Implementierung. Master thesis, 2014 more…
- Parameter recovery for the Heston stochastic volatility model. Master thesis, 2014 more…
- Forecasting Electricity Prices Using Artificial Neural Networks. , 2014 more…
- Anwendung künstlicher neuronaler Netze zur Strompreisprognose an der EEX. Master thesis, 2014 more…
- Realoptions-Portfolios in Kraftwerkparks: Bewertung und optimale Ausübungsstrategien von gegenseitig abhängigen Optionen. Master thesis, 2014 more…
- Zinsderivate in Multi-Curve-Modellen. Master thesis, 2014 more…
- Portfolio Loss Distributions for Asset-backed Securities with Moderately Heterogeneous Assets. Master thesis, 2014 more…
- Numerische Methoden für rückwärts-stochastische Differentialgleichungen mit Anwendungen in Finanzmathematik. Master thesis, 2014 more…
- Bewertung und optimale Kapitalstruktur in einem strukturellen Kreditrisikomodell basierend auf einem Springprozess. Master thesis, 2014 more…
- Dynamic Investment Strategies under Behavioral Aspects. Master thesis, 2014 more…
- Refinanzierungsrisiken. Master thesis, 2014 more…
- Variational Solution of the Pricing PDE for European Options in the CEV Model – Analysis and Finite Element Implementation. Master thesis, 2014 more…
- Power Plant Valuation with Switching Options. Master thesis, 2014 more…
- Goodness-of-fit tests for elliptical distributions. Master thesis, 2014 more…
- Pricing and Hedging of VIX Options. Master thesis, 2014 more…
- Äquivalante Martingalmaße in unvollständigen Märkten: Eigenschaften und Zusammenhänge. Master thesis, 2014 more…
- Factor Model Quantile Simulation of Stock Returns. Master thesis, 2014 more…
- Real Options in Strategic Management. Master thesis, 2014 more…
- Hedging of structured products. Master thesis, 2014 more…
- Development and Evaluation of a Robust Portfolio Modeling Approach with Budgeted Robustness. Master thesis, 2014 more…
- Multiscale Causalities and Dependencies in Oil and Refined Product Markets – A Wavelet Coherence and Symbolic Wavelet Transfer Entropy Approach. Master thesis, 2014 more…
- The Herd Behavior Index – Implementation based on DAX index data. Master thesis, 2014 more…
- Mengenwettbewerb mit allgemeinen zeitlichen Entscheidungsstrukturen. Master thesis, 2014 more…
- Credit Valuation Adjustments und Wrong-Way Risk – Eine umfassende Fallstudie zum Thema Risikomanagement von Gegenpartei-Risiko. Master thesis, 2014 more…
- Reduced basis method for option pricing in the CEV-model - Analysis and Numerical Implementation. Master thesis, 2014 more…
- Abhängigkeitsmodellierung mithilfe von Kopulas für Versicherungsrisiken. Master thesis, 2014 more…
- Empirische Identifikation heterogener Risikopräferenzen. Master thesis, 2014 more…
2013
- Bayesian Vector Autoregressive Models and their Applications. Master thesis, 2013 more…
- Wind Speed Simulation and Insurance Products for Wind Farm Investors. Master thesis, 2013 more…
- Non-Linear Filtering for Mean Reversion Processes with Heston Volatility. Master thesis, 2013 more…
- Dynamische Portfoliooptimierung mit Hilfe eines Regime-Wechsel Modells. Master thesis, 2013 more…
- Option Pricing in a Black-76 Framework with Semi-Markov-Modulated Volatility. Master thesis, 2013 more…
- Herdenverhalten auf experimentellen Finanzmärkten: Eine empirische Überprüfung theoretischer Erklärungen. Master thesis, 2013 more…
- Saddlepoint approximation in portfolio default models with conditionally independent and identically distributed (CIID) default times. Master thesis, 2013 more…
- Estimating default risk in the banking sector using financial stress indicators and Rregime switching models. Master thesis, 2013 more…
- Stochastic Covariance and Dimension Reduction in the Pricing of Basket Options. Master thesis, 2013 more…
- Modeling Commodity Futures Using a Cointegrated Extended Geometric Model. Master thesis, 2013 more…
- Pricing of Variable Annuities - Incorporation of Policyholder Behavior. Master thesis, 2013 more…
- Estimation of continuous time stochastic covariance models. Master thesis, 2013 more…
- Pricing Timer Options. Master thesis, 2013 more…
- Copulas: Statistical estimation and goodness-of-fit tests. Master thesis, 2013 more…
- Einkommensverteilung und intergenerationale Mobilität: Die Rolle von öffentlichen Bildungsausgaben. Master thesis, 2013 more…
2012
- Valuation of Convertible Bonds using the Jump to Default Extended CEV Model. Master thesis, 2012 more…
- Construction of arbitrage-free volatility surfaces - An empirical examination based on different market scenarios. Diplom thesis, 2012 more…
- Konzeption und Aufbau eines dynamischen Planungs- und Kontrollinstruments für das Startup miBaby. Diplom thesis, 2012 more…
- Asymptotic expansions for compound distributions in Operational Risk. Master thesis, 2012 more…
- Agent staffing in an Allianz customer service center subject to service level constraints. Diplom thesis, 2012 more…
- The Economics of Orders, Decorations and Medals: Modelling and Testing Political Awarding Cycles. Diplom thesis, 2012 more…
- Seasonal patterns in commodity returns: MCMC estimation of time-dependent jumps. Master thesis, 2012 more…
- Laplace inversion pricing methodologies for portfolio default models. Master thesis, 2012 more…
- Weather Derivatives and Electricity Demand Modeling. Master thesis, 2012 more…
- Intraday-Spotpreismodellierung an Elektrizitätsmärkten. Diplom thesis, 2012 more…
- Entwicklung eines Optimierungsverfahrens zur Bestimmung der Eigen- und Fremdkapitalquote in der Finanzplanung eines Gaskraftwerks. Diplom thesis, 2012 more…
- A Fast and Accurate Estimation of Risk Measurements for Large Mark-to-Market Credit Portfolios with Random Recovery and Correlation. Master thesis, 2012 more…
- Simulation von Finanzszenarien mit verschiedenen Ansätzen. Diplom thesis, 2012 more…
- Modellierung und Strukturierung von Assetportfolios - ein Markov Switching Ansatz -. Diplom thesis, 2012 more…
- Volatility as an asset class. Master thesis, 2012 more…
- Tail Risk Hedging Strategies. Diplom thesis, 2012 more…
- Weather derivatives – Risk management of a portfolio. Master thesis, 2012 more…
- CPPI under Liquidity Risk. Diplom thesis, 2012 more…
- Investor Sentiment and the cross-section of Stock returns. Diplom thesis, 2012 more…
- Implied Recovery Models - Application of three different Implied Recovery Models to pre-default CDS Spreads of distressed Companies. Master thesis, 2012 more…
- Genetische Information und private Versicherungen. Diplom thesis, 2012 more…
- Energy commodity price models and their implementation with the Kalman filter. Diplom thesis, 2012 more…
- Central Banks as Lenders of Last Resort. Diplom thesis, 2012 more…
- Variance Reduction Methods for Value-at-Risk Calculation. Master thesis, 2012 more…
- Pricing of multivariate derivatives with two barriers. Master thesis, 2012 more…
- Data Snooping Tests on Technical Rules and Nearest Neighbor Algorithms. Master thesis, 2012 more…
- Market crises and the 1/N Asset-Allocation Strategy. Master thesis, 2012 more…
- Coherence of production technologies and hedging activity of power supplyers. Diplom thesis, 2012 more…
- Simulation of jump diffusion processes and applications in pricing defautable securities. Master thesis, 2012 more…
- Modeling Local Volatility Using Implied Trees. Master thesis, 2012 more…
- Evaluating the Implied Cost of Capital from a Nonlinear Perspective. Master thesis, 2012 more…
- Modellrisikoanalyse des Common Background Vector Modells für Kreditrisiko. Diplom thesis, 2012 more…
- Der Rearrangement Algorithmus. Master thesis, 2012 more…
- The LIBOR market model – a stochastic volatility extension of the LOG-normal model. Diplom thesis, 2012 more…
- Variance reduction schemes for Monte Carlo methods in portfolio credit risk. Diplom thesis, 2012 more…
- Zur Übertragbarkeit von Alterungsrückstellung in der privaten Krankenversicherung. Diplom thesis, 2012 more…
- Modeling the Price Dynamics of CO2 Emission Allowances for Multiple Trading Periods. Master thesis, 2012 more…
- Performance-Maße und deren Anwendungen. Diplom thesis, 2012 more…
- Integrated scorecard rating model with macroeconomic forecast. Master thesis, 2012 more…
2011
- Dynamic Efficient Frontiers. Diplom thesis, 2011 more…
- Default Models Based On Scale Mixtures Of Marshall-Olkin Copulas: Properties And Applications. Master thesis, 2011 more…
- Credit Portfolio Modeling - Credit Risk vs. One-Factor Copula models. Diplom thesis, 2011 more…
- Liability Hedging. Master thesis, 2011 more…
- Portfolio Optimization under Asset Pricing Anomalies. Diplom thesis, 2011 more…
- Counterpartyrisk under IFRS. Diplom thesis, 2011 more…
- Pricing certificates under issuer risk in a stochastic volatility model. Diplom thesis, 2011 more…
- Impact of factor models on portfolio risk measures. A structural approach. Master thesis, 2011 more…
- Der Kapitalmarktseismograph - Theorie und Anwendung. Diplom thesis, 2011 more…
- Interest Rate Models for Scenario Generation. Diplom thesis, 2011 more…
- Portfolio Management und Performance Analyse - Strategisches Asset Management in einer simulierten Handelsumgebung. Diplom thesis, 2011 more…
- Calibration of a real world economic scenario generator. Diplom thesis, 2011 more…
- Stochastic Covariance and Dimension Reduction in the Pricing of Basket Options. Master thesis, 2011 more…
- Option Pricing with Generalized Autoregressive Conditional Heteroscedastic Volatility Models. Diplom thesis, 2011 more…
- The impact of ownership concentration on voluntary IFRS adoption: An empirical analysis of European companies. Diplom thesis, 2011 more…
- Valuation of Options with Dividends using Monte Carlo Methods. Master thesis, 2011 more…
- Personnel scheduling at check-in counters subject to stochastic demand. Diplom thesis, 2011 more…
- Stochastic Optimal Consumption Models. Master thesis, 2011 more…
- Loss Aversion and Skill Heterogeneity in a Tullock Contest. Diplom thesis, 2011 more…
- The Determinants of Jump and Variance Risk Premia. Master thesis, 2011 more…
- The Dynamics of Risk-Neutral Higher Moments: Evidence from the S&P 500 Options. Master thesis, 2011 more…
- Derivates Pricing under Stochastic Covariance with a Fast and a Slow Mean-reverting Component. Diplom thesis, 2011 more…
- The alpha-stable regime switching model and its applications in Finance. Master thesis, 2011 more…
- CIID models: A new multivariate default model based on CGMY-type processes. Master thesis, 2011 more…
- A new portfolio credit default model based on a CIID construction with shot-noise processes. Master thesis, 2011 more…
- A conditionally independence model for credit portfolios based on dependent intensities with incomplete information. Diplom thesis, 2011 more…
- A Nonparametric Approach to Evaluate Switching-Options. Diplom thesis, 2011 more…
- Modeling and valuing wind power plants using option theory. Diplom thesis, 2011 more…
- Pricing and hedging of CDO tranches using CIID models. Diplom thesis, 2011 more…
- The Implied Cost of Capital, a new approach with panel regression. Diplom thesis, 2011 more…
- Pooling - Gleichgewichte auf privaten Versicherungsmärkten. Diplom thesis, 2011 more…
- Discrete option delta replication with proportional transaction costs. Master thesis, 2011 more…
- Longstaff-Schwartz and LIBOR Market Model. Diplom thesis, 2011 more…
- Realized Covariance Modeling with Adaptive Approach. Diplom thesis, 2011 more…
- Credit CPPI – Constant Proportion Portfolio Insurance in Fixed Income Markets. Master thesis, 2011 more…
2010
- Longevity Risk in the Pension Context. Diplom thesis, 2010 more…
- CPPI strategies in a Markov switching framework. Diplom thesis, 2010 more…
- Abnormale Ankündigungsrenditen bei Unternehmensübernahmen. Diplom thesis, 2010 more…
- Incorporating default risk in an equity portfolio optimization. Master thesis, 2010 more…
- Die Theorie der großen Abweichungen zur Schätzung von VaR und CVaR für Kreditportfolios. Master thesis, 2010 more…
- Quantifizierung und Analyse von Liquiditätsrisiken. Diplom thesis, 2010 more…
- Asset Allocation und Nachhaltigkeit in turbulenten Marktphasen. Master thesis, 2010 more…
- Private equity investors in Europe - stock picking specialists or governance champions? Master thesis, 2010 more…
- Modeling Commodity Futures Using a Cointegrated Extended Geometric Model. Master thesis, 2010 more…
- The Market Risk of Listed Private Equity: An Empirical Analysis. Master thesis, 2010 more…
- Structural Credit-Risk Models. Diplom thesis, 2010 more…
- Entscheidungstheorie und rationales Herdenverhalten in der Gesundheitsökonomie. Diplom thesis, 2010 more…
- Kraftwerksbewertung mit Switching Optionen. Diplom thesis, 2010 more…
- Asset Management Simulation. Master thesis, 2010 more…
- Organallokation in den USA, Spanien und Deutschland - Vergleich der Allokationsalgorithmen und empirischer Aspekte. Diplom thesis, 2010 more…
- Estimation of equity premia from credit risk premia and calibration and implementation of an approach based on credit agencies ratings. Diplom thesis, 2010 more…
- Private Equity Investments and Managerial Incentives - An analysis of European companies. Diplom thesis, 2010 more…
- Pricing of Commodity Derivatives and Derivatives on Commodity Indices. Master thesis, 2010 more…
- Delta Hedging With Regime Switching Implied Volatilities. Master thesis, 2010 more…
- Messung von idiosynkratischen Risiken bei Leveraged Buy-out-Transaktionen. Diplom thesis, 2010 more…
- Hedging von Variable Annuities mit Guaranteed Minimum Death Benefits. Diplom thesis, 2010 more…
- Libor Market Model with SABR-style Stochastic Volatility. Diplom thesis, 2010 more…
- Forecasting Commodity Spot Prices - An Empirical Analysis of Time Series and Futures-based Models. Master thesis, 2010 more…
- Realoptionen bei Investitionen in Humankapital - Eine bildungsökonomische Betrachtung in diskreter und stetiger Zeit. Diplom thesis, 2010 more…
- A Fund of Hedge Funds under Regime Switching. Master thesis, 2010 more…
- American Options in the Heston Model. Diplom thesis, 2010 more…
2009
- Intensity-Based Credit Risk Models. Diplom thesis, 2009 more…
- Do investment-cash flow sensitivities really exist for German firms? Evidence from the impact of Working Capital management, the influence of banks and the ownership structure. Master thesis, 2009 more…
- On the Black-Scholes Strategy in Exponential Lévy Models. Diplom thesis, 2009 more…
- Economic Scenario Generators: Calibration, Simulation and Comparison from an ALM Perspective. Diplom thesis, 2009 more…
- The most reliable approach to measure Value at Risk adjusted for market liquidity. Master thesis, 2009 more…
- Credit Modeling of Hedge Funds. Master thesis, 2009 more…
- M&A Activity of German Family Firms. Diplom thesis, 2009 more…
- Untersuchungen zu oberen und unteren Schranken von Basket-Optionen. Diplom thesis, 2009 more…
- Empirische Untersuchung des Stromhandels - Ein europaweiter Vergleich von Strombörsen. Diplom thesis, 2009 more…
- Portfolio Optimization under Partial Information. Diplom thesis, 2009 more…
- Wettbewerb im Non-Profit-Sektor - Eine theoretische Analyse. Diplom thesis, 2009 more…
- Das Heston LIBOR Market Model mit und ohne Shift-Parameter. Diplom thesis, 2009 more…
- Implied Densities, Volatility Dynamics and Application to Delta-Hedging. Master thesis, 2009 more…
- Produktqualität in vertikalen Monopolstrukturen. Diplom thesis, 2009 more…
- An Empirical Analysis of Risk Factors for Calibration of a Credit Portfolio Model. Master thesis, 2009 more…
- A portfolio credit risk model driven by a time-change Lévy process. Diplom thesis, 2009 more…
- Bewertung von Early Exercise Produkten. Diplom thesis, 2009 more…
- Intensity-based credit risk models with stochastic recovery rates. Diplom thesis, 2009 more…
- Variable Annuities mit GMWB Option. Diplom thesis, 2009 more…
- Calibration of Stochastic Volatility Models. Diplom thesis, 2009 more…
- Cheating in Contests. Diplom thesis, 2009 more…
- Das Markov Functional Model für die Bewertung von Zinsderivaten. Diplom thesis, 2009 more…
- Hedging von Express Zertifikaten. Diplom thesis, 2009 more…
- CDO Sensitivitäten gegenüber Modellannahmen. Diplom thesis, 2009 more…
- Falluntersuchungen von großen Verlustfällen in Finanzinstitutionen ? Eine Betrachtung aus der Perspektive des Risikomanagements. Master thesis, 2009 more…
- Praxis der Vorstandsvergütung in Europa im Spannungsfeld von Vorstands- und Unternehmensinteressen. Diplom thesis, 2009 more…
- On discrete variance-optimal hedging in affine stochastic volatility models of the Ornstein-Uhlenbeck type. Diplom thesis, 2009 more…
- Semi-Analytical Models for Counterparty Exposure. Diplom thesis, 2009 more…
- Spread Option Valuation with Fourier Transform. Diplom thesis, 2009 more…
- On pricing derivatives on quadratic variations in time change levy models. Diplom thesis, 2009 more…
- Berechnung arbitragefreier Volatilitätsflächen für Aktienoptionen. Diplom thesis, 2009 more…
- Time-inhomogeneous portfolio liquidation. Diplom thesis, 2009 more…
- Numerische Bewertung amerikanischer Put-Optionen im Black-Scholes-Modell. Diplom thesis, 2009 more…
- CPPI in Discrete Time. Diplom thesis, 2009 more…
2008
- Kreditrisikomodellierung in Emerging Markets: Thorie und Anwendungen. Diplom thesis, 2008 more…
- Stochastic Modelling of Private Equity - An Empirical Approach. Master thesis, 2008 more…
- Calibration of the Das, Foresi, Balduzzi and Sundaram three-factor short rate model. Diplom thesis, 2008 more…
- Robust CDS Pricing Routines in a Structural Default Model with Jumps. Diplom thesis, 2008 more…
- Style Investing in Emerging Markets. Master thesis, 2008 more…
- Simulationsbasierte Verfahren zur Bestimmung varianzoptimaler Hedgingstrategien. Diplom thesis, 2008 more…
- Bewertung exotischer Zertifikate in Modellen mit stochastischer Volatilität. Diplom thesis, 2008 more…
- Zertifikateportfolios für Privatanleger. Master thesis, 2008 more…
- Konstruktion von Private-Equity-Indizes. Diplom thesis, 2008 more…
- Empirische Untersuchung von Ausfall- und Recoveryrisiken in hybriden Modellen. Diplom thesis, 2008 more…
- Structural mortgage models with additional borrowing and variable interest rates. Master thesis, 2008 more…
- Empirische Untersuchung von Risikofaktoren zur Kalibrierung eines Kreditrisikomodells auf Portfolioebene. Diplom thesis, 2008 more…
- The Impact of the Sarbanes-Oxley Act on the Costs of Going Public - An Empirical Analysis. Master thesis, 2008 more…
- Empirische Studien zum synergetischen Kapitalmarktmodell. Diplom thesis, 2008 more…
- Performance of 130/30 Strategies. Master thesis, 2008 more…
- Pricing Correlation Sensitive Cross-Asset Portfolio Derivatives. Diplom thesis, 2008 more…
- Bildungsfinanzierung und Neue Politische Ökonomie - Eine Analyse des bildungspolitischen Entscheidungsprozessesin einer Demokratie. Diplom thesis, 2008 more…
- Modeling Financial Scenarios. Diplom thesis, 2008 more…
2007
- Implied Dividends: High Frequency Data Analysis. Diplom thesis, 2007 more…
- Adjustable-Rate Mortgage-Backed Securities: Bewertung und optimale Beimischung in Zinsportfolios. Diplom thesis, 2007 more…
- Optimal Stopping in Presence of Jumps. Diplom thesis, 2007 more…
- Approximationsmethoden für konvexe semi-infinite Optimierungsprobleme. Diplom thesis, 2007 more…
- Ansätze zur Monte-Carlo Simulation von Griechen. Diplom thesis, 2007 more…
- Parameter-Kalibrierung und Bewertung exotischer Optionen im Heston Modell. Diplom thesis, 2007 more…
- Vergleich der Black Scholes-Strategie mit der varianz-optimalen Hedgingstrategie in exponentiellen Lévy-Modellen. Diplom thesis, 2007 more…
- Schätzung von Risikomaßen mit Extremwerttheorie und Copulas. Diplom thesis, 2007 more…
- Stochastic Correlation - Pricing Spread Options and CDOs. Master thesis, 2007 more…
- Credit Derivatives. Diplom thesis, 2007 more…
- Realisierung einer modularen Plattform für den simulierten Handel auf Finanzmärkten. Master thesis, 2007 more…
- Bildung, Fortschritt und ökonomische Ungleichheit. Diplom thesis, 2007 more…
- Correlation-Robust Replication of Volatility Swaps. Diplom thesis, 2007 more…
- CPPI Options. Master thesis, 2007 more…
- Bewertung von hochdimensionalen Derivaten mit Monte-Carlo-Simulation. Diplom thesis, 2007 more…
- Modellierung von Finanzmärkten mit Markov Switching Modellen. Diplom thesis, 2007 more…
- Credit as an Asset Class. Master thesis, 2007 more…
- Empirical Analysis of Credit Default Swaps. Diplom thesis, 2007 more…
- Investigation of a procedure of robust portfolio optimization under elliptical distribution assumptions. Diplom thesis, 2007 more…
- Bewertung von inflationsabhängigen Derivaten. Diplom thesis, 2007 more…
- Nichtparametrische Kalibrierung exponentieller Lévy-Modelle. Diplom thesis, 2007 more…
- Simulation von Lévy Prozessen und Testen des Momentenschätzers im BNS Modell (Projekt). Diplom thesis, 2007 more…
- Asset Liability Management in Financial Planning. Master thesis, 2007 more…
- Bildungsfonds in Deutschland. Diplom thesis, 2007 more…
- Statisches Hedgen von Single Barrier Optionen. Diplom thesis, 2007 more…
- FFT-Methoden für Optionspreisbewertung in Lévy-Modellen. Diplom thesis, 2007 more…
- CDOs und Intensitätsmodelle: Kreditportfoliosimulation durch bei der Kalibrierung implizite Korrelation. Diplom thesis, 2007 more…
- Risk Management of Asian Hedge Funds - Comparison of different Models. Master thesis, 2007 more…
- Optimal asset allocation with Asian hedge funds and Asian REITs. Master thesis, 2007 more…
- The LIBOR Market Model: LFM und LSM. Diplom thesis, 2007 more…
- Liability Driven Investment Optimization. Diplom thesis, 2007 more…
2006
- Deterministische Bewertung von Optionen in Lévy-Modellen. Diplom thesis, 2006 more…
- Vergleich von LIBOR-Modellen und Zinsmodellen. Diplom thesis, 2006 more…
- Different Methods Comparison for Portfolio Optimization. Diplom thesis, 2006 more…
- Coherent Risk Measures in a Dynamic Setting. Diplom thesis, 2006 more…
- Optimierung von mehrperiodigen Asset-Modellen über quadratische Nutzenfunktionen. Diplom thesis, 2006 more…
- Commodities as an Asset Class. Diplom thesis, 2006 more…
- Die empirische Untersuchung des Unsicherheitsfaktors im Schmid-Zagst-Modell. Diplom thesis, 2006 more…
- Comparing Default Probability Models. Diplom thesis, 2006 more…
- Bewertung und Analyse der statistischen Qualitätskennzahlen und ihrer Wirkungszusammenhänge am Beispiel eines Finanzdienstleistungsunternehmens. Diplom thesis, 2006 more…
- Option Pricing using the Sparse Grid Combination Technique. Master thesis, 2006 more…
- Visualisierung von Monte-Carlo-Methoden zur Portfolio-Optimierung mit Asynchronous JavaScript und XML (AJAX) (Projekt). Diplom thesis, 2006 more…
- Portfoliooptimierung in Modellen mit stochastischer Volatilität. Diplom thesis, 2006 more…
- Öffentliche versus private Bildungsfinanzierung. Diplom thesis, 2006 more…
- Bildung und Einkommensverteilung. Diplom thesis, 2006 more…
- Berechnung des besonderen Zinsrisikos auf Basis der iTraxx Indexfamilie. Diplom thesis, 2006 more…
- Ein Affines Modell zur Bestimmung von Kreditwürdigkeitsänderungen und Kredit Spreads. Diplom thesis, 2006 more…
- Bewertung von nicht-handelbaren Krediten. Diplom thesis, 2006 more…
- Bewertung von Fixed-Rate Mortgage-Backed Securities mit ökonometrischen Prepaymentmodellen. Diplom thesis, 2006 more…
- Optionspreise in stochastischen Volatilitätsmodellen mit Sprüngen. Diplom thesis, 2006 more…
- Risk based Capital Allocation for a Specialty Insurance Company. Diplom thesis, 2006 more…
- Integrated Asset Liability Management. Diplom thesis, 2006 more…
- Staatsverschuldung und Vermögensverteilung ? eine politökonomische Klammer. Diplom thesis, 2006 more…
- LIBOR Markt Modelle und Inflationsderivate. Diplom thesis, 2006 more…
- Hedging in Illiquid Markets. Diplom thesis, 2006 more…
2005
- Validierung des Modells von Lardy, Finkelstein, Yang und Khuong-Huu zur Berechnung eines eintägigen Credit-Value-at-Risk über Aktienäquivalenzpositionen. Diplom thesis, 2005 more…
- Risikotheoretische Betrachtungen zur Überschussgestaltung deutscher Lebensversicherungsunternehmen. Diplom thesis, 2005 more…
- Hedgingverfahren für Foreign-Exchange-Barrieroptionen. Diplom thesis, 2005 more…
- Globale Optimierung unter Nebenbedingungen mit dünnen Gittern. Diplom thesis, 2005 more…
- Pricing of Embedded Options in German Life Insurance Contracts. Diplom thesis, 2005 more…
- Inflation-Linked Bonds. Diplom thesis, 2005 more…
- Parameter estimation in affine stochastic volatility models. Diplom thesis, 2005 more…
- Style Classification of Hedge-Funds by Cluster Analysis. Diplom thesis, 2005 more…
- Investmentstrategien: Überblick und Performancevergleich. Diplom thesis, 2005 more…
- Numerical valuation of the mean variance hedge in affine stochastic volatility models. Diplom thesis, 2005 more…
- Option Pricing Using Monte Carlo Simulation. Diplom thesis, 2005 more…
- Independent Component Analysis in Multifactor Models. Diplom thesis, 2005 more…
- Integrierte Modellierung von Zins- und Aktienmärkten. Diplom thesis, 2005 more…
- Asset-Backed Securities: Einfluss von Kreditzyklen auf die Bewertung von CDOs. Diplom thesis, 2005 more…
- Auto Trigger Securities: Closed-form Solutions and Applications. Diplom thesis, 2005 more…
- The Libor Market Model with Stochastic Volatility. Diplom thesis, 2005 more…
- Numerische Verfahren zur Bewertung exotischer Optionen. Diplom thesis, 2005 more…
- Long Term Measures. Diplom thesis, 2005 more…
- Implementierung einer Copula-Toolbox unter Matlab. Diplom thesis, 2005 more…
- Konsistente Modellierung von Asset Klassen. Diplom thesis, 2005 more…
2004
- Realoptionen in der Unternehmensbewertung. Diplom thesis, 2004 more…
- Empirische Validierung von hybriden defaultable Bond Modellen. Diplom thesis, 2004 more…
- Implementierung und Testen von verschiedenen Erweiterungen der klassischem Mean-Variance Optimierung. Diplom thesis, 2004 more…
- Ermittlung und Integration von Marktprognosen in die Portfolio Optimierung. Diplom thesis, 2004 more…
- Algorithmen zur vektorwertigen Portfoliooptimierung. Diplom thesis, 2004 more…
- Vorstandsvergütung und finanzielle Performance in Deutschland. Diplom thesis, 2004 more…
- Empirische Validierung intensitätsbasierter und hybrider defaultable Bond Modelle. Diplom thesis, 2004 more…
- Hierarchische Bayes-Modelle zur Analyse heterogener Präferenzen. Diplom thesis, 2004 more…
- Implementierung und Vergleich von Portfolio-Optimierungsproblemen mit unterschiedlichen Risikomaßen. Diplom thesis, 2004 more…
- Der Einfluss von Wirtschaftsmedien auf das Entscheidungsverhalten von Investoren. Diplom thesis, 2004 more…
2003
- Schätzung von GARCH-Modellen mit Hilfe von Markov Chain Monte Carlo Methoden. Diplom thesis, 2003 more…
- Strategische Assetallokation: Portfoliowahl für Langzeitinvestoren. Diplom thesis, 2003 more…
- Entscheidungsfindung bei F&E-Projekten - Projektbewertung in Forschung und Entwicklung. Diplom thesis, 2003 more…
- Stochastic Volatility Modelling. Diplom thesis, 2003 more…
- Ausgewählte Optionspreismodelle auf der Grundlage von Lévy-Prozessen. Diplom thesis, 2003 more…
- Ein stochastisches Modell zur Ertragsoptimierung eines Sachversicherers. Diplom thesis, 2003 more…
- Bewertung von Kreditderivaten mit dem Modell von Jarrow, Lando und Turnbull. Diplom thesis, 2003 more…
- Bubbles and Crashes. Diplom thesis, 2003 more…
- Risikoaggregation als mehrdimensionale Faltung - Untersuchung mehrerer Ansätze. Diplom thesis, 2003 more…
- Bewertung modularer Produktionsstrukturen mittels der Realoptionspreistheorie. Diplom thesis, 2003 more…
- Modellierung extremer Finanzmarktveränderungen mit Hilfe von Copulafunktionen. Diplom thesis, 2003 more…