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Pricing Derivatives in Periods of Low or Negative Interest Rates Master Thesis
Tjon Tsoe Jin, B.S.
September 2019 -
Causal effects of binary, continuous and multivariate treatments using propensity score methods in a marketing context Master Thesis
Markus, A.F.
September 2019 -
Expected Shortfall Backtesting Master Thesis
Gelling, C.F.
September 2019 -
Alternatives to the Generalized Autoregressive Conditional Heteroskedasticity Model in case of Identification Loss Master Thesis
Kuilboer, H.M.
September 2019 -
Bayesian Variable Selection and Model Averaging for modelling the Probability of Default of mortgage portfolios Master Thesis
Selm, L.L. van
September 2019 -
Bayesian Optimization for Parameter Tuning of Recommendation Systems Master Thesis
Steenbergen, W.A.T.
September 2019 -
Affine Term Structure Models Approaching The Zero-Lower Bound Master Thesis
Everaert, T.R.B.
August 2019 -
Empirical Pricing Analysis of Caps and Swaptions using Multi-Factor Models Master Thesis
Balt, D.
August 2019