| 1 .Haro de Jong: High-Frequency Statistical Arbitrage Trading using Dynamic Copulas, December 2017<\/td>\n<\/tr>\n |
| 2 .Suzan Q Blommestijn: Understanding Organizational Culture from a Complex System Perspective, December 2017 (with KPMG)<\/td>\n<\/tr>\n |
| 3 . Maarten Scholl: Role of central clearing counterparties in OTC derivative markets, June 2017 (with Free University Amsterdam)<\/td>\n<\/tr>\n |
| 4 . Artagan Malsagov: Maximum of the Fractional Brownian motion: a study through simulation, May 2017 (with KdVI)<\/td>\n<\/tr>\n |
| 5 . Alex de Geus: \u00a0Scalable GPU Accelerated Framework for Risk Neutral Model Calibration and (Nested) Simulation, September 2016 (with Ortec Finance)<\/td>\n<\/tr>\n |
| 6 . Sardana Nazarova:\u00a0Uncertainty Analysis of Predictions by Recommender Systems Based on Matrix\u00a0Factorisation Models, September 2016 (with ING Bank)<\/td>\n<\/tr>\n |
| 7 . Christos Petropoulos: \u00a0High-Performance Recommender System\u00a0for ordering personalized Next-Best-Actions,\u00a0September 2016 (with ING Bank)<\/td>\n<\/tr>\n |
| 8 . Marcel Boersma:\u00a0Bayesian structural time-series as a method for modeling financial statements account relationships,\u00a0September 2016 (with KPMG)<\/td>\n<\/tr>\n |
| 9 . Semyon Semyonov,\u00a0News and behavioural impact on commodity markets through multi-agent modelling, August 2015 (with Free University Amsterdam)<\/td>\n<\/tr>\n |
| 10 . Adrian Lisko: Prediction of foreign exchange, October 2015 (with ING Bank)<\/td>\n<\/tr>\n |
| 11 .\u00a0Sarunas Simaitis: Stochastic Interest Rates and Volatility Implications for the Exposure of FX Options, December 2014<\/td>\n<\/tr>\n |
| 12 .\u00a0 Sadhana Debi Mohabbat-Sahadew-Lall: Stresstesting in het Brandpunt<\/td>\n<\/tr>\n |
| 13 .\u00a0 Richard Daniels: Calibration of Multi-factor Interest Rates Models, September 2014 (with ING bank)<\/td>\n<\/tr>\n |
| 14 .\u00a0 Jeroen Hofman: Valuation of Single Premium Variable Annuity Contracts on Many Core Systems, November 2013 (with ING Bank)<\/td>\n<\/tr>\n |
| 15 .\u00a0 John Tyree: Heston Stochastic Volatility Modeling on GPUs using 2D Finite-Difference Schemes, April 2013 (with ING Bank)<\/td>\n<\/tr>\n |
| 16 .\u00a0 Alex Theiakos: Monte-Carlo and Finite-Difference Methods for Prepayment Modeling on GPUs, April 2013 (with ING Bank)<\/td>\n<\/tr>\n |
| 17 .\u00a0 Vytautas Savickas: Fast Greeks: Case of Credit Valuation Adjustments , July 2011 (with ING Bank, Utrecht University)<\/td>\n<\/tr>\n |
| 18 .\u00a0 Bart Hoorens: On the Cheyette Short Rate Model with Stochastic Volatility , June 2011 (with ING Bank, TU Delft)<\/td>\n<\/tr>\n |
| 19 .\u00a0\u00a0\u00a0 Panos Nikopoulos: Assessment of Model Risk through Hedging Simulations: A Case Study for the Hull-White Model , December 2010 (with ING Bank, Twente University)<\/td>\n<\/tr>\n |
| 20 .\u00a0\u00a0\u00a0 Tim Wood: Applications of GPUs in Computational Finance , October 2010 (with ING Bank)<\/td>\n<\/tr>\n |
| 21 .\u00a0\u00a0\u00a0 Anton Bossenbroek: A Numerical Approach to Bonus-Malus Executive Compensation Plans , July 2009 (with Deloitte)<\/td>\n<\/tr>\n |
| 22 .\u00a0\u00a0\u00a0 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)<\/td>\n<\/tr>\n |
| 23 .\u00a0\u00a0\u00a0 Besiana Rexhepi: The Volatility Smile Dynamics Implied by Smile-Consistent Option Pricing Models and Empirical Data,\u00a0August 2008<\/td>\n<\/tr>\n |
| 24 .\u00a0\u00a0\u00a0 Vlad Sergeev: Sparse Grid Method in the Libor Market Model<\/td>\n<\/tr>\n |
| 25 .\u00a0\u00a0\u00a0 Feija Wang: Impact of Smile on the Hedge Performance of Bermudan Swaptions<\/td>\n<\/tr>\n |
| 26 .\u00a0\u00a0\u00a0 Zhendoa Wang: Microsimulation of Financial Markets , November 2005<\/td>\n<\/tr>\n |
| 27 .\u00a0\u00a0\u00a0 David Dubbeldam: Lattice-Boltzmann simulation of fluid flow in a counterflow centrifugal elutriation chamber, December 1997<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n <\/p>\n","protected":false},"excerpt":{"rendered":" Master Theses 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 … Continue reading Theses<\/span> |