Termaat, Samuel
Interest-rate sensitivity for callable bonds under the Hull-White model
Masterarbeit
2025

Papst, Katharina
Assessing the German flood insurance gap
Masterarbeit
2025

Zhang, Yifan
A GARCH-Based Framework for Optimizing Sustainable Investment Portfolios
Masterarbeit
2025

Fuchs, Lorenz
Assessing Loan Performance in Mortgage-Backed Securities: The Impact of Risk Retention Rules
Masterarbeit
2025

Wagenblast, Ludger
Practical portfolio selection based on alternative norms
Masterarbeit
2024

Smutkowski, Tobias Rachall
Target Volatility Strategies
Masterarbeit
2024

Stickling, Franziska (FIM)
Forest Carbon Sequestration Potential: The Economics of a Forest Carbon Model
2024

Azmaipharashvili, Nikoloz
Stock Market Regime Prediction Using Generalized Binary Regression with Copula-Based Link Functions
Masterarbeit
2024

Fan, Luyao
Severity Modeling of Cyber Risks
Masterarbeit
2024

Bas, Noah
Dynamic Mean-Variance Optimisation: Time-Consistent vs. Precommitment Approaches
Masterarbeit
2024