Showing 1 - 5 results of 5 for search 'RISK MANAGEMENT', query time: 1.77s Refine Results
  1. 1
    Pricing with Bivariate Unspanned Stochastic Volatility Models
    by Wort, Joshua
    Published 2020
    “... contain at least one source of volatility-related risk that cannot be hedged with bonds, referred...”
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    Dissertation
  2. 2
    Linear-Rational Term Structure Models With Flexible Level-Dependent Volatility
    by Schwellnus, Adrian
    Published 2019
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    Dissertation
  3. 3
    Level Dependence in Volatility in Linear-Rational Term Structure Models
    by Ramnarayan, Kalind
    Published 2020
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    Dissertation
  4. 4
    The Lifted Heston Stochastic Volatility Model
    by Broodryk, Ryan
    Published 2021
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    Dissertation
  5. 5
    Calibrating Term Structure Models to an Initial Yield Curve
    by Sylvester, Matthew
    Published 2021
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    Dissertation
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