Browsing by Course Name Masters in Risk Management

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Showing results 1 to 15 of 15
Publication DateTitleAuthor(s)
2014Carry Trades and Tail Risk of Exchange RatesGanepola, Ganepola Achchige Chanaka Nilupul
2014A Comparison of GARCH & Stochastic Volatility Modelling in Option Pricing and Risk Management ApplicationDuan, Jiajin
2014Diversification Analysis in Value at Risk Models under Heavy-Tailedness and DependenceBurns, Suzanne
2014Econometric Analyses of the Determinants of the Sovereign Credit Risk for Emerging and Developed CountriesNg, Cheuk Yan
2014Financial Risk Management Analysis Based on Copula TheoryLiu, Zhenqi
2014Forecast the Slope of S&P 500 Implied Volatility Term StructureQiu, Yixin
2014Interest Rate Predictability and Risk Premia in the Short End of the Yield CurveChang, Hongjia
2014Managing Longevity Swap risks, Basis Risk and ContagionShi, Weiqiong
2014Multivariate Option Pricing Under Different Tail Dependence StructuresYang, Zixiao
2014Number-theoretic Methods for Basket OptionsZhang, Wenxuan
2014Predicting equity risk premium out of sample in Canada and other countriesChen, Si
2014Pricing path-dependent contingent claims with GARCH modelTan, Jiefeng
2014Principal Component Analysis and Immunisation Strategy of Bond PortfoliosPhaetrak, Supachai
2014The Relative Information Content of Implied Volatility and Realized Volatility in the Advent of a Financial CrisisKoka, Sandi
2014Volatility Forecasting: Comparison Between Realized GARCH(1,2) Model with Implied Volatility MeasureYang, Junyuan