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