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Pricing Security Derivatives under the Forward Measure
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Computational Methods in Financial Mathematics Course Project
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Liquidity Modeling Using Order Book Data
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Restructuring Option Chain Data Sets Using Matlab
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Option Pricing Using Monte Carlo Methods
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Survival Probability and Intensity Derived from Credit Default Swaps
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Portfolio Optimization, CAPM & Factor Modeling Project Report
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Portfolio Optimization, CAPM & Factor Modeling Project
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Portfolio Optimization, CAPM & Factor Modeling Project
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Financial Mathematics Project
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Financial Mathematics Project
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Portfolio Optimization, CAPM & Factor Modeling Project Report
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The Portfolio Optimization Project
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The Portfolio Optimization Project
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Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio
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Investment Analysis: Evaluating the Loss and Risk of a Stocks and Options Portfolio
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Risk Management Project
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Risk Management Project
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Market and Credit Risk Models and Management Report
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Course Summary of Computational Methods of Financial Mathematics
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Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Management (CALM) Model Within the Markowitz Framework
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Option Pricing Using MATLAB
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Comparative Analysis of Ledoit's Covariance Matrix and Comparative Adjustment Liability Model (CALM) Within the Markowitz Framework
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A Forex Trading System Using Evolutionary Reinforcement Learning
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Quantitative Risk Assessment for Residential Mortgages
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Identifying and Evaluating Early Stage Fintech Companies: Working with Consumer Internet Data and Analytic Tools
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Identifying and Evaluating Early Stage Fintech Companies: Working with Consumer Internet Data and Analytic Tools
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Computational Methods for Option Pricing
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Option Pricing Using Monte Carlo Methods
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Pricing Options with Monte Carlo and Binomial Tree Methods
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Portfolio Construction Using Principle Component Analysis
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