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Asymptotic Methods for Stochastic Volatility Option Pricing: An Explanatory Study
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Portfolio Optimization, CAPM & Factor Modeling Project
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Minimizing the Probability of Ruin in Exchange Rate Markets
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A Modified Clenshaw-Curtis Quadrature Algorithm
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Financial Mathematics Project
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GPU computing of Heat Equations
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Hedge Funds' Performance Fees and Investments
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Popping Bubbles: Cryptanalysis of Homomorphic Encryption
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Learning Curves in Emergency Ultrasonography
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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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Barrier Option Pricing under SABR Model Using Monte Carlo Methods
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A Review of Causal Inference
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An Adaptive Mixed Finite Element Method using the Lagrange Multiplier Technique
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A Card-based Detective Game Editor
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Risk Management Project
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Bayesian Predictive Inference for Nonprobability Samples
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Electrophysiological Studies of a Retinal Prosthetic Prototype
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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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Computational Methods for Option Pricing
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Prices of Credit Default Swaps and the Term Structure of Credit Risk
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