Former Master Students

• Aleksej Akopian, St. Petersburg Paradox - a VaR approach, March 2011
  
• Eugene Filimon, Weather to Buy or Sell: Extreme Weather Impact on Corn Futures Market, February 2011
  
• Rafael Klein Rivera, Extreme Price Drawdowns in Financial Markets with time-varying Volatility, January 2011
  
• Reda Rebib, Detection of Equity Market Crashes and Recoveries, January 2011
  
• Marina Stoop, Credit Creation and its Contribution to Financial Crises, August 2010
  
• Nan Zhao, Modeling Dependence in Catastrophe Risk Portfolio and Optimizing Capital Loading, November 2010
  
• Bernhard Andreaus, Diagnostics and Pricing Models of Employee Stock Options, September 2010
• Sabine Elmiger, Market Selection in an evolutionary Market with Dividends generated by a Percolation Model, May 2010
  
• Olga Voznyuk, Relation between interest rates and inflation, April 2010
  
• Anastasia Filimon, Identification of bubble phases from a CEV-type model, April 2010
  
• John-Oliver Engler, Singularities and Resonances in Complex Adaptive Systems, Diploma Thesis in Physics, March 2010
  
• Antoine Beuchat, Semi-analytical Solution of a Generalized Delay Logistic Equation, March 2010
  
• Simon Thibaut, An empirical study of stock portfolios based on diversification and innovative measures of risks, February 2010
  
• Xavier Meseguer, Dragon-Kings in financial data  - study at different time -, January 2010
  
• Dimitris Karamitsos, Real Options in Strategy of R&D Portfolio, Dec 2009
  
• Wang Wei, The business operating environment of foreign exchange brokerage in the Asia-Pacific region, October 2009
  
• Wang Yunhui, The Status of Mutual Insurance in China and a Proposed Mixed Mutual/Commercial Insurance Model, October 2009
  
• Frendo Tomas, Factor of Success in Open Source Software, October 2009
  
• Marc Vogt, Achieving Sustainable Education, May 2009
  
• Luis de Miguel Barrachina, Delving into the Spidyn Universe, May 2009
  
• Qunzhi Zhang, Towards Impacts of News on Stock Prices: a First Approach, May 2009
  
• André Bertolace, Study of a nonlinear model of the price of an asset: Kalman filter calibration to data, March 2009
  
• Marc Bourget, Turmoil reveals the inadequacy of the financial system; moving towards a strengthening of its efficacy and robustness, December 2008
  
• David Trudel, Tail Dependence of Hedge Funds, November 2008
  
• Stefan Olofsson, The subprime crisis from the inside, Oct 2008
  
• Sebastian Schmuki, Tail dependence: implementation, analysis and study of the most recent concepts, Oct 2008
  
• Alan Taxonera, In search of pockets of predictability, Sept 2008
  
• Thomas Ukel Mbolo, Project Valuation using real options, May 2008
• Alejandro  Bayas, Study of a nonlinear model of the price of an asset, July 2007
  
• Felix Roudier, Portfolio Optimization and Genetic Algorithms, May 2007