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Filtering by: Contributor Vermes, Domokos Collections Masters Theses

Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo...

Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carl...

Implementation of Some Finite Difference Methods for the Pricing of Derivatives using ...

Portfolio Optimization Based on Robust Estimation Procedures

Value at Risk Models for a Nonlinear Hedged Portfolio

HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK

Transaction costs and resampling in mean-variance portfolio optimization

Evaluating of path-dependent securities with low discrepancy methods

Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and R...