| 1 .Haro de Jong: High-Frequency Statistical Arbitrage Trading using Dynamic Copulas, December 2017 |
| 2 .Suzan Q Blommestijn: Understanding Organizational Culture from a Complex System Perspective, December 2017 (with KPMG) |
| 3 . Maarten Scholl: Role of central clearing counterparties in OTC derivative markets, June 2017 (with Free University Amsterdam) |
| 4 . Artagan Malsagov: Maximum of the Fractional Brownian motion: a study through simulation, May 2017 (with KdVI) |
| 5 . Alex de Geus: Scalable GPU Accelerated Framework for Risk Neutral Model Calibration and (Nested) Simulation, September 2016 (with Ortec Finance) |
| 6 . Sardana Nazarova: Uncertainty Analysis of Predictions by Recommender Systems Based on Matrix Factorisation Models, September 2016 (with ING Bank) |
| 7 . Christos Petropoulos: High-Performance Recommender System for ordering personalized Next-Best-Actions, September 2016 (with ING Bank) |
| 8 . Marcel Boersma: Bayesian structural time-series as a method for modeling financial statements account relationships, September 2016 (with KPMG) |
| 9 . Semyon Semyonov, News and behavioural impact on commodity markets through multi-agent modelling, August 2015 (with Free University Amsterdam) |
| 10 . Adrian Lisko: Prediction of foreign exchange, October 2015 (with ING Bank) |
| 11 . Sarunas Simaitis: Stochastic Interest Rates and Volatility Implications for the Exposure of FX Options, December 2014 |
| 12 . Sadhana Debi Mohabbat-Sahadew-Lall: Stresstesting in het Brandpunt |
| 13 . Richard Daniels: Calibration of Multi-factor Interest Rates Models, September 2014 (with ING bank) |
| 14 . Jeroen Hofman: Valuation of Single Premium Variable Annuity Contracts on Many Core Systems, November 2013 (with ING Bank) |
| 15 . John Tyree: Heston Stochastic Volatility Modeling on GPUs using 2D Finite-Difference Schemes, April 2013 (with ING Bank) |
| 16 . Alex Theiakos: Monte-Carlo and Finite-Difference Methods for Prepayment Modeling on GPUs, April 2013 (with ING Bank) |
| 17 . Vytautas Savickas: Fast Greeks: Case of Credit Valuation Adjustments , July 2011 (with ING Bank, Utrecht University) |
| 18 . Bart Hoorens: On the Cheyette Short Rate Model with Stochastic Volatility , June 2011 (with ING Bank, TU Delft) |
| 19 . Panos Nikopoulos: Assessment of Model Risk through Hedging Simulations: A Case Study for the Hull-White Model , December 2010 (with ING Bank, Twente University) |
| 20 . Tim Wood: Applications of GPUs in Computational Finance , October 2010 (with ING Bank) |
| 21 . Anton Bossenbroek: A Numerical Approach to Bonus-Malus Executive Compensation Plans , July 2009 (with Deloitte) |
| 22 . Pankaj Chauhan: Study the impact of Smile and Tail dependence on the prices of European Style Bivariate Equity and Interest Rate derivatives using Copulas and UVDD Model , August 2008 (with ING Bank, Twente University) |
| 23 . Besiana Rexhepi: The Volatility Smile Dynamics Implied by Smile-Consistent Option Pricing Models and Empirical Data, August 2008 |
| 24 . Vlad Sergeev: Sparse Grid Method in the Libor Market Model |
| 25 . Feija Wang: Impact of Smile on the Hedge Performance of Bermudan Swaptions |
| 26 . Zhendoa Wang: Microsimulation of Financial Markets , November 2005 |
| 27 . David Dubbeldam: Lattice-Boltzmann simulation of fluid flow in a counterflow centrifugal elutriation chamber, December 1997 |
