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The PD-LGD Relation for US Mortgages Master Thesis
Hogers, M.
May 2018 -
Multivariate Pairs Trading Using Temporal Dependence Structures Master Thesis
Keuzenkamp, J.J.L.
May 2018 -
Testing Observable and Latent Risk Factor Models for Systematic Credit Risk on a Large Loan Level Data Set of Residential Mortgages Master Thesis
Farias Fueyo, F.J.
May 2018 -
Forecasting sales with micro-panels: Empirical Bayes approach. Evidence from consumer goods sector Master Thesis
Oleszak, M.
May 2018 -
Model Based Segmentation with Continuous Variable Selection Master Thesis
Koops, M.
June 2018 -
An Epidemic Type Aftershock Sequence (ETAS) model on conflict data in Africa Master Thesis
Hengel, G.W.H. van den
July 2018 -
How do we smile? A study on predicting index option implied volatility and capturing its time-varying non-linear surface Bachelor Thesis
Martin, R.
July 2018 -
The higher order CAPM and Fama & French relationship. A dynamic conditional approach Bachelor Thesis
Barendrecht, B.R.
August 2018