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Expected Shortfall Backtesting Master Thesis
Gelling, C.F.
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 -
Comparison of Multinomial Logit and Mixed Logit Bachelor Thesis
Pfaff, L.J.H.
August 2019 -
High-Frequency Trading of Cryptocurrencies Through Short-Term Cointegration Pairs-Trading Strategies Master Thesis
Bruijn, R. de
July 2019 -
Macro-Finance Shadow-Rate Modelling: Estimating the term structure with macroeconomic factors in a zero lower bound environment Master Thesis
Nieuwstad, N.
July 2019