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Delft University of Technology

1. van Dijk, Marcel (author). Forecasting the implied volatility surface in risk-management applications.

Degree: 2017, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:12ccda1c-c642-400f-98fa-4b0975dcec98

►

In risk-management, one typically simulates many states of the market using models that are in line with historical data, also known as real-world models. For… (more)

Subjects/Keywords: Option Pricing; risk-management; recalibration; implied volatility surface; Heston

Record Details Similar Records

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^{th} Edition):

van Dijk, M. (. (2017). Forecasting the implied volatility surface in risk-management applications. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:12ccda1c-c642-400f-98fa-4b0975dcec98

Chicago Manual of Style (16^{th} Edition):

van Dijk, Marcel (author). “Forecasting the implied volatility surface in risk-management applications.” 2017. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:12ccda1c-c642-400f-98fa-4b0975dcec98.

MLA Handbook (7^{th} Edition):

van Dijk, Marcel (author). “Forecasting the implied volatility surface in risk-management applications.” 2017. Web. 05 Dec 2020.

Vancouver:

van Dijk M(. Forecasting the implied volatility surface in risk-management applications. [Internet] [Masters thesis]. Delft University of Technology; 2017. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:12ccda1c-c642-400f-98fa-4b0975dcec98.

Council of Science Editors:

van Dijk M(. Forecasting the implied volatility surface in risk-management applications. [Masters Thesis]. Delft University of Technology; 2017. Available from: http://resolver.tudelft.nl/uuid:12ccda1c-c642-400f-98fa-4b0975dcec98

Delft University of Technology

2. van Schetsen, Anouk (author). Impact of graph-based features on Bitcoin prices.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:363d443c-64f6-4c35-9671-4092aa334923

►

Predicting the trends in Bitcoin market prices is a very challenging task due to the many uncertainties and variables influencing the market value. The market… (more)

Subjects/Keywords: Machine Learning; Random Forest; Bitcoin; random walk; graph analysis

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APA (6^{th} Edition):

van Schetsen, A. (. (2019). Impact of graph-based features on Bitcoin prices. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:363d443c-64f6-4c35-9671-4092aa334923

Chicago Manual of Style (16^{th} Edition):

van Schetsen, Anouk (author). “Impact of graph-based features on Bitcoin prices.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:363d443c-64f6-4c35-9671-4092aa334923.

MLA Handbook (7^{th} Edition):

van Schetsen, Anouk (author). “Impact of graph-based features on Bitcoin prices.” 2019. Web. 05 Dec 2020.

Vancouver:

van Schetsen A(. Impact of graph-based features on Bitcoin prices. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:363d443c-64f6-4c35-9671-4092aa334923.

Council of Science Editors:

van Schetsen A(. Impact of graph-based features on Bitcoin prices. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:363d443c-64f6-4c35-9671-4092aa334923

Delft University of Technology

3. De Meer Pardo, Fernando (author). Enriching Financial Datasets with Generative Adversarial Networks.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:51d69925-fb7b-4e82-9ba6-f8295f96705c

►

The scarcity of historical financial data has been a huge hindrance for the development algorithmic trading models ever since the first models were devised. Most… (more)

Subjects/Keywords: Generative Adversarial Networks; Data Augmentation; Financial Time Series

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APA (6^{th} Edition):

De Meer Pardo, F. (. (2019). Enriching Financial Datasets with Generative Adversarial Networks. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:51d69925-fb7b-4e82-9ba6-f8295f96705c

Chicago Manual of Style (16^{th} Edition):

De Meer Pardo, Fernando (author). “Enriching Financial Datasets with Generative Adversarial Networks.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:51d69925-fb7b-4e82-9ba6-f8295f96705c.

MLA Handbook (7^{th} Edition):

De Meer Pardo, Fernando (author). “Enriching Financial Datasets with Generative Adversarial Networks.” 2019. Web. 05 Dec 2020.

Vancouver:

De Meer Pardo F(. Enriching Financial Datasets with Generative Adversarial Networks. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:51d69925-fb7b-4e82-9ba6-f8295f96705c.

Council of Science Editors:

De Meer Pardo F(. Enriching Financial Datasets with Generative Adversarial Networks. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:51d69925-fb7b-4e82-9ba6-f8295f96705c

Delft University of Technology

4. Schouten, Thijs (author). Tail dependence in financial data: Modelling dependence in dynamic factor models with copulas and extreme value theory.

Degree: 2017, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:d68690b5-23db-4f81-8396-fd54cd23e8c0

► In this thesis we model extreme log-returns on economic variables and apply this to Ortec Finance's model. These extreme log-returns are relevant for risk management…
(more)

Subjects/Keywords: Tail dependence; Copula; Extreme value theory; Copula autoregressive model; Vector autoregressive model

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APA (6^{th} Edition):

Schouten, T. (. (2017). Tail dependence in financial data: Modelling dependence in dynamic factor models with copulas and extreme value theory. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:d68690b5-23db-4f81-8396-fd54cd23e8c0

Chicago Manual of Style (16^{th} Edition):

Schouten, Thijs (author). “Tail dependence in financial data: Modelling dependence in dynamic factor models with copulas and extreme value theory.” 2017. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:d68690b5-23db-4f81-8396-fd54cd23e8c0.

MLA Handbook (7^{th} Edition):

Schouten, Thijs (author). “Tail dependence in financial data: Modelling dependence in dynamic factor models with copulas and extreme value theory.” 2017. Web. 05 Dec 2020.

Vancouver:

Schouten T(. Tail dependence in financial data: Modelling dependence in dynamic factor models with copulas and extreme value theory. [Internet] [Masters thesis]. Delft University of Technology; 2017. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:d68690b5-23db-4f81-8396-fd54cd23e8c0.

Council of Science Editors:

Schouten T(. Tail dependence in financial data: Modelling dependence in dynamic factor models with copulas and extreme value theory. [Masters Thesis]. Delft University of Technology; 2017. Available from: http://resolver.tudelft.nl/uuid:d68690b5-23db-4f81-8396-fd54cd23e8c0

Delft University of Technology

5. van der Meer, Remco (author). Solving Partial Differential Equations with Neural Networks.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:c77e1bcc-7212-4234-af34-6586b628ab1c

►

Recent works have shown that neural networks can be employed to solve partial differential equations, bringing rise to the framework of physics informed neural networks.The… (more)

Subjects/Keywords: Partial Differential Equations; Neural Networks; Deep Learning; numerical methods

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APA (6^{th} Edition):

van der Meer, R. (. (2019). Solving Partial Differential Equations with Neural Networks. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:c77e1bcc-7212-4234-af34-6586b628ab1c

Chicago Manual of Style (16^{th} Edition):

van der Meer, Remco (author). “Solving Partial Differential Equations with Neural Networks.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:c77e1bcc-7212-4234-af34-6586b628ab1c.

MLA Handbook (7^{th} Edition):

van der Meer, Remco (author). “Solving Partial Differential Equations with Neural Networks.” 2019. Web. 05 Dec 2020.

Vancouver:

van der Meer R(. Solving Partial Differential Equations with Neural Networks. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:c77e1bcc-7212-4234-af34-6586b628ab1c.

Council of Science Editors:

van der Meer R(. Solving Partial Differential Equations with Neural Networks. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:c77e1bcc-7212-4234-af34-6586b628ab1c

Delft University of Technology

6. Hoogendoorn, Jasper (author). Sequential Monte Carlo method for training Neural Networks on non-stationary time series.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:659e9fd5-d251-46fe-8455-3a17bdd4f48c

►

In this thesis, we study the sequential Monte Carlo method for training neural networks in the context of time series forecasting. Sequential Monte Carlo can… (more)

Subjects/Keywords: sequential Monte Carlo; Neural Networks; Time Series Forecasting; Convolutional Neural Network

Record Details Similar Records

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APA (6^{th} Edition):

Hoogendoorn, J. (. (2019). Sequential Monte Carlo method for training Neural Networks on non-stationary time series. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:659e9fd5-d251-46fe-8455-3a17bdd4f48c

Chicago Manual of Style (16^{th} Edition):

Hoogendoorn, Jasper (author). “Sequential Monte Carlo method for training Neural Networks on non-stationary time series.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:659e9fd5-d251-46fe-8455-3a17bdd4f48c.

MLA Handbook (7^{th} Edition):

Hoogendoorn, Jasper (author). “Sequential Monte Carlo method for training Neural Networks on non-stationary time series.” 2019. Web. 05 Dec 2020.

Vancouver:

Hoogendoorn J(. Sequential Monte Carlo method for training Neural Networks on non-stationary time series. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:659e9fd5-d251-46fe-8455-3a17bdd4f48c.

Council of Science Editors:

Hoogendoorn J(. Sequential Monte Carlo method for training Neural Networks on non-stationary time series. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:659e9fd5-d251-46fe-8455-3a17bdd4f48c

Delft University of Technology

7. van den Assem, Daan (author). Predicting periodic and chaotic signals using Wavenets.

Degree: 2017, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:d375f5e3-23ef-415a-bd0c-1392adc1bf18

► This thesis discusses forecasting periodic time series using Wavenets with an application in financial time series. Conventional neural networks used for forecasting such as the…
(more)

Subjects/Keywords: wavenet; forecasting; neural networks

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APA (6^{th} Edition):

van den Assem, D. (. (2017). Predicting periodic and chaotic signals using Wavenets. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:d375f5e3-23ef-415a-bd0c-1392adc1bf18

Chicago Manual of Style (16^{th} Edition):

van den Assem, Daan (author). “Predicting periodic and chaotic signals using Wavenets.” 2017. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:d375f5e3-23ef-415a-bd0c-1392adc1bf18.

MLA Handbook (7^{th} Edition):

van den Assem, Daan (author). “Predicting periodic and chaotic signals using Wavenets.” 2017. Web. 05 Dec 2020.

Vancouver:

van den Assem D(. Predicting periodic and chaotic signals using Wavenets. [Internet] [Masters thesis]. Delft University of Technology; 2017. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:d375f5e3-23ef-415a-bd0c-1392adc1bf18.

Council of Science Editors:

van den Assem D(. Predicting periodic and chaotic signals using Wavenets. [Masters Thesis]. Delft University of Technology; 2017. Available from: http://resolver.tudelft.nl/uuid:d375f5e3-23ef-415a-bd0c-1392adc1bf18

Delft University of Technology

8. Michael, Gavriella (author). A battle of pooled and panel data in credit risk modelling.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:10fd10c2-52d4-4037-b10b-07d6abc4437a

►

When dealing with datasets where the observations are obtained from the same cross-sectional units at multiple time points, most of the times, heterogeneity arises across… (more)

Subjects/Keywords: panel data; credit risk; Regression analysis

Record Details Similar Records

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APA (6^{th} Edition):

Michael, G. (. (2019). A battle of pooled and panel data in credit risk modelling. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:10fd10c2-52d4-4037-b10b-07d6abc4437a

Chicago Manual of Style (16^{th} Edition):

Michael, Gavriella (author). “A battle of pooled and panel data in credit risk modelling.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:10fd10c2-52d4-4037-b10b-07d6abc4437a.

MLA Handbook (7^{th} Edition):

Michael, Gavriella (author). “A battle of pooled and panel data in credit risk modelling.” 2019. Web. 05 Dec 2020.

Vancouver:

Michael G(. A battle of pooled and panel data in credit risk modelling. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:10fd10c2-52d4-4037-b10b-07d6abc4437a.

Council of Science Editors:

Michael G(. A battle of pooled and panel data in credit risk modelling. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:10fd10c2-52d4-4037-b10b-07d6abc4437a

Delft University of Technology

9. Hartel, Wout (author). Modelling of Financial Contracts Production in the Employer’s Market: Relationship between performance and production of new financial contracts.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:3f785788-7311-43f8-8064-7ac5027e1da5

►

This thesis is a research into the relationship between performance and sales of new financial contracts of financial products providers in the employer’s market. This… (more)

Subjects/Keywords: modelling; financial contracts; performance; logistic regression

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APA (6^{th} Edition):

Hartel, W. (. (2019). Modelling of Financial Contracts Production in the Employer’s Market: Relationship between performance and production of new financial contracts. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:3f785788-7311-43f8-8064-7ac5027e1da5

Chicago Manual of Style (16^{th} Edition):

Hartel, Wout (author). “Modelling of Financial Contracts Production in the Employer’s Market: Relationship between performance and production of new financial contracts.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:3f785788-7311-43f8-8064-7ac5027e1da5.

MLA Handbook (7^{th} Edition):

Hartel, Wout (author). “Modelling of Financial Contracts Production in the Employer’s Market: Relationship between performance and production of new financial contracts.” 2019. Web. 05 Dec 2020.

Vancouver:

Hartel W(. Modelling of Financial Contracts Production in the Employer’s Market: Relationship between performance and production of new financial contracts. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:3f785788-7311-43f8-8064-7ac5027e1da5.

Council of Science Editors:

Hartel W(. Modelling of Financial Contracts Production in the Employer’s Market: Relationship between performance and production of new financial contracts. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:3f785788-7311-43f8-8064-7ac5027e1da5

Delft University of Technology

10. Jonker, Hendrik (author). Valuation of natural gas storage contracts with the COS method.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:2a29f2c2-20c1-4a6e-8a7e-bb05662fd844

► Since the liberalization of the energy markets, the storage of energy is decoupled from the production and sales. In Western-Europe the storage of natural gas…
(more)

Subjects/Keywords: COS method; Gas storage valuation; Adjoint expansion

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APA (6^{th} Edition):

Jonker, H. (. (2019). Valuation of natural gas storage contracts with the COS method. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:2a29f2c2-20c1-4a6e-8a7e-bb05662fd844

Chicago Manual of Style (16^{th} Edition):

Jonker, Hendrik (author). “Valuation of natural gas storage contracts with the COS method.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:2a29f2c2-20c1-4a6e-8a7e-bb05662fd844.

MLA Handbook (7^{th} Edition):

Jonker, Hendrik (author). “Valuation of natural gas storage contracts with the COS method.” 2019. Web. 05 Dec 2020.

Vancouver:

Jonker H(. Valuation of natural gas storage contracts with the COS method. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:2a29f2c2-20c1-4a6e-8a7e-bb05662fd844.

Council of Science Editors:

Jonker H(. Valuation of natural gas storage contracts with the COS method. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:2a29f2c2-20c1-4a6e-8a7e-bb05662fd844

Delft University of Technology

11. Kirana, Marco (author). Margin Period of Risk in Credit Valuation Adjustment Calculations.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:43d0a7ae-e1f4-4fd2-bb27-c9c34e98b53e

►

The aim of this thesis is to model fully collateralized exposures in the presence of the Margin Period of Risk, i.e., the time between the… (more)

Subjects/Keywords: Margin Period of Risk; CVA; XVA; Fully collateralized exposures

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APA (6^{th} Edition):

Kirana, M. (. (2019). Margin Period of Risk in Credit Valuation Adjustment Calculations. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:43d0a7ae-e1f4-4fd2-bb27-c9c34e98b53e

Chicago Manual of Style (16^{th} Edition):

Kirana, Marco (author). “Margin Period of Risk in Credit Valuation Adjustment Calculations.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:43d0a7ae-e1f4-4fd2-bb27-c9c34e98b53e.

MLA Handbook (7^{th} Edition):

Kirana, Marco (author). “Margin Period of Risk in Credit Valuation Adjustment Calculations.” 2019. Web. 05 Dec 2020.

Vancouver:

Kirana M(. Margin Period of Risk in Credit Valuation Adjustment Calculations. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:43d0a7ae-e1f4-4fd2-bb27-c9c34e98b53e.

Council of Science Editors:

Kirana M(. Margin Period of Risk in Credit Valuation Adjustment Calculations. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:43d0a7ae-e1f4-4fd2-bb27-c9c34e98b53e

Delft University of Technology

12. Wesel, Frederiek (author). Sparse Gaussian Processes in the Longstaff-Schwartz algorithm.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:6cc65fdf-1268-49cd-b0ab-163088603ff7

► In financial applications it is often necessary to determine conditional expectations in Monte Carlo type of simulations. The industry standard at the moment relies on…
(more)

Subjects/Keywords: Gaussian process regression; Bermudan options; Longstaff-Schwartz

Record Details Similar Records

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APA (6^{th} Edition):

Wesel, F. (. (2019). Sparse Gaussian Processes in the Longstaff-Schwartz algorithm. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:6cc65fdf-1268-49cd-b0ab-163088603ff7

Chicago Manual of Style (16^{th} Edition):

Wesel, Frederiek (author). “Sparse Gaussian Processes in the Longstaff-Schwartz algorithm.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:6cc65fdf-1268-49cd-b0ab-163088603ff7.

MLA Handbook (7^{th} Edition):

Wesel, Frederiek (author). “Sparse Gaussian Processes in the Longstaff-Schwartz algorithm.” 2019. Web. 05 Dec 2020.

Vancouver:

Wesel F(. Sparse Gaussian Processes in the Longstaff-Schwartz algorithm. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:6cc65fdf-1268-49cd-b0ab-163088603ff7.

Council of Science Editors:

Wesel F(. Sparse Gaussian Processes in the Longstaff-Schwartz algorithm. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:6cc65fdf-1268-49cd-b0ab-163088603ff7

Delft University of Technology

13. Kroon, Aizo (author). Hedging interest rate risk for pension schemes: Optimization and effectiveness: The case of the Netherlands.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:aceb6e2b-2daf-4abe-b28a-e5917b55ec46

►

Efficiently managing hedging portfolios on behalf of pension funds is key in achieving the target hedging strategy, which can significantly impact coverage ratios. A new… (more)

Subjects/Keywords: Pension fund; Pension scheme; Defined Benefits; Optimization; Interest rate risk; Hedging; Key rate duration; Simplex

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APA (6^{th} Edition):

Kroon, A. (. (2019). Hedging interest rate risk for pension schemes: Optimization and effectiveness: The case of the Netherlands. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:aceb6e2b-2daf-4abe-b28a-e5917b55ec46

Chicago Manual of Style (16^{th} Edition):

Kroon, Aizo (author). “Hedging interest rate risk for pension schemes: Optimization and effectiveness: The case of the Netherlands.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:aceb6e2b-2daf-4abe-b28a-e5917b55ec46.

MLA Handbook (7^{th} Edition):

Kroon, Aizo (author). “Hedging interest rate risk for pension schemes: Optimization and effectiveness: The case of the Netherlands.” 2019. Web. 05 Dec 2020.

Vancouver:

Kroon A(. Hedging interest rate risk for pension schemes: Optimization and effectiveness: The case of the Netherlands. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:aceb6e2b-2daf-4abe-b28a-e5917b55ec46.

Council of Science Editors:

Kroon A(. Hedging interest rate risk for pension schemes: Optimization and effectiveness: The case of the Netherlands. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:aceb6e2b-2daf-4abe-b28a-e5917b55ec46

Delft University of Technology

14. van der Weijst, Roel (author). Numerical Solutions for the Stochastic Local Volatility Model.

Degree: 2017, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:029cbbc3-d4d4-4582-8be2-e0979e9f6bc3

►

This thesis is about pricing European options and forward start options under the Heston LSV model. The impact of conditionally calibrating the Heston parameters on… (more)

Subjects/Keywords: multilevel Monte Carlo; Local Stochastic Volatility; Forward Start Option; Option Pricing; Heston; Calibration

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APA (6^{th} Edition):

van der Weijst, R. (. (2017). Numerical Solutions for the Stochastic Local Volatility Model. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:029cbbc3-d4d4-4582-8be2-e0979e9f6bc3

Chicago Manual of Style (16^{th} Edition):

van der Weijst, Roel (author). “Numerical Solutions for the Stochastic Local Volatility Model.” 2017. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:029cbbc3-d4d4-4582-8be2-e0979e9f6bc3.

MLA Handbook (7^{th} Edition):

van der Weijst, Roel (author). “Numerical Solutions for the Stochastic Local Volatility Model.” 2017. Web. 05 Dec 2020.

Vancouver:

van der Weijst R(. Numerical Solutions for the Stochastic Local Volatility Model. [Internet] [Masters thesis]. Delft University of Technology; 2017. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:029cbbc3-d4d4-4582-8be2-e0979e9f6bc3.

Council of Science Editors:

van der Weijst R(. Numerical Solutions for the Stochastic Local Volatility Model. [Masters Thesis]. Delft University of Technology; 2017. Available from: http://resolver.tudelft.nl/uuid:029cbbc3-d4d4-4582-8be2-e0979e9f6bc3

Delft University of Technology

15. van Tol, Lieselotte (author). Cumulative Prospect Theory in Option Valuation and Portfolio Management.

Degree: 2018, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:096c4bb1-74b1-4ae3-929c-02b547efbc59

► This thesis deals with different models for decision-making under risk in financial applications, mainly models that incorporate irrational human behavior. First of all, traditional expected…
(more)

Subjects/Keywords: cumulative prospect theory; option valuation; portfolio management

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APA (6^{th} Edition):

van Tol, L. (. (2018). Cumulative Prospect Theory in Option Valuation and Portfolio Management. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:096c4bb1-74b1-4ae3-929c-02b547efbc59

Chicago Manual of Style (16^{th} Edition):

van Tol, Lieselotte (author). “Cumulative Prospect Theory in Option Valuation and Portfolio Management.” 2018. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:096c4bb1-74b1-4ae3-929c-02b547efbc59.

MLA Handbook (7^{th} Edition):

van Tol, Lieselotte (author). “Cumulative Prospect Theory in Option Valuation and Portfolio Management.” 2018. Web. 05 Dec 2020.

Vancouver:

van Tol L(. Cumulative Prospect Theory in Option Valuation and Portfolio Management. [Internet] [Masters thesis]. Delft University of Technology; 2018. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:096c4bb1-74b1-4ae3-929c-02b547efbc59.

Council of Science Editors:

van Tol L(. Cumulative Prospect Theory in Option Valuation and Portfolio Management. [Masters Thesis]. Delft University of Technology; 2018. Available from: http://resolver.tudelft.nl/uuid:096c4bb1-74b1-4ae3-929c-02b547efbc59

Delft University of Technology

16. Beltz, Erwin (author). An analytical approach to the Generalized Tally Game.

Degree: 2017, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:49b5caf5-0c63-45cd-ba1a-0818a25fe4bd

►

In this thesis, we find optimal strategies for both players in the generalized tally game, mainly using Glicksberg's theorem and minimax theorem. Analytical and numerical… (more)

Subjects/Keywords: Game Theory; Joint Replenishment Problem; Generalized Tally Game

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APA (6^{th} Edition):

Beltz, E. (. (2017). An analytical approach to the Generalized Tally Game. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:49b5caf5-0c63-45cd-ba1a-0818a25fe4bd

Chicago Manual of Style (16^{th} Edition):

Beltz, Erwin (author). “An analytical approach to the Generalized Tally Game.” 2017. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:49b5caf5-0c63-45cd-ba1a-0818a25fe4bd.

MLA Handbook (7^{th} Edition):

Beltz, Erwin (author). “An analytical approach to the Generalized Tally Game.” 2017. Web. 05 Dec 2020.

Vancouver:

Beltz E(. An analytical approach to the Generalized Tally Game. [Internet] [Masters thesis]. Delft University of Technology; 2017. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:49b5caf5-0c63-45cd-ba1a-0818a25fe4bd.

Council of Science Editors:

Beltz E(. An analytical approach to the Generalized Tally Game. [Masters Thesis]. Delft University of Technology; 2017. Available from: http://resolver.tudelft.nl/uuid:49b5caf5-0c63-45cd-ba1a-0818a25fe4bd

Delft University of Technology

17. Saito, Taiyo (author). Mortgage Prepayment Rate Estimation with Machine Learning.

Degree: 2018, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:500f39d8-bf25-4c80-8346-d2d7978b4c48

►

The aim of this thesis is to forecast the evolution of the prepayment rate in a mortgage portfolio. In the Netherlands, people with a loan… (more)

Subjects/Keywords: Neural Networks; Random Forest; Conditional Prepayment Rate; Imbalanced learning; Mortgages

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APA (6^{th} Edition):

Saito, T. (. (2018). Mortgage Prepayment Rate Estimation with Machine Learning. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:500f39d8-bf25-4c80-8346-d2d7978b4c48

Chicago Manual of Style (16^{th} Edition):

Saito, Taiyo (author). “Mortgage Prepayment Rate Estimation with Machine Learning.” 2018. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:500f39d8-bf25-4c80-8346-d2d7978b4c48.

MLA Handbook (7^{th} Edition):

Saito, Taiyo (author). “Mortgage Prepayment Rate Estimation with Machine Learning.” 2018. Web. 05 Dec 2020.

Vancouver:

Saito T(. Mortgage Prepayment Rate Estimation with Machine Learning. [Internet] [Masters thesis]. Delft University of Technology; 2018. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:500f39d8-bf25-4c80-8346-d2d7978b4c48.

Council of Science Editors:

Saito T(. Mortgage Prepayment Rate Estimation with Machine Learning. [Masters Thesis]. Delft University of Technology; 2018. Available from: http://resolver.tudelft.nl/uuid:500f39d8-bf25-4c80-8346-d2d7978b4c48

Delft University of Technology

18. Deckers, Joeri (author). Pricing of Non-Life Insurance Products.

Degree: 2017, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:7ad10f3d-4a92-4e9e-bcdb-c3380faac36a

► A medium size Dutch insurance company with third-party car insurance products initiated questions on whether the premium can be based on a statistical analysis where…
(more)

Subjects/Keywords: generalized linear model

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APA (6^{th} Edition):

Deckers, J. (. (2017). Pricing of Non-Life Insurance Products. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:7ad10f3d-4a92-4e9e-bcdb-c3380faac36a

Chicago Manual of Style (16^{th} Edition):

Deckers, Joeri (author). “Pricing of Non-Life Insurance Products.” 2017. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:7ad10f3d-4a92-4e9e-bcdb-c3380faac36a.

MLA Handbook (7^{th} Edition):

Deckers, Joeri (author). “Pricing of Non-Life Insurance Products.” 2017. Web. 05 Dec 2020.

Vancouver:

Deckers J(. Pricing of Non-Life Insurance Products. [Internet] [Masters thesis]. Delft University of Technology; 2017. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:7ad10f3d-4a92-4e9e-bcdb-c3380faac36a.

Council of Science Editors:

Deckers J(. Pricing of Non-Life Insurance Products. [Masters Thesis]. Delft University of Technology; 2017. Available from: http://resolver.tudelft.nl/uuid:7ad10f3d-4a92-4e9e-bcdb-c3380faac36a

Delft University of Technology

19. Koopman, Daan (author). Modelling Terrorist Attacks.

Degree: 2018, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:8be343eb-300f-456e-b700-b8251d1f2c0e

►

This thesis adds to quantitative literature on terrorism by examining the relationship between various annual country statistics and the number of terrorist attacks. In addition,… (more)

Subjects/Keywords: Terrorism; Modelling; Forecasting

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APA (6^{th} Edition):

Koopman, D. (. (2018). Modelling Terrorist Attacks. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:8be343eb-300f-456e-b700-b8251d1f2c0e

Chicago Manual of Style (16^{th} Edition):

Koopman, Daan (author). “Modelling Terrorist Attacks.” 2018. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:8be343eb-300f-456e-b700-b8251d1f2c0e.

MLA Handbook (7^{th} Edition):

Koopman, Daan (author). “Modelling Terrorist Attacks.” 2018. Web. 05 Dec 2020.

Vancouver:

Koopman D(. Modelling Terrorist Attacks. [Internet] [Masters thesis]. Delft University of Technology; 2018. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:8be343eb-300f-456e-b700-b8251d1f2c0e.

Council of Science Editors:

Koopman D(. Modelling Terrorist Attacks. [Masters Thesis]. Delft University of Technology; 2018. Available from: http://resolver.tudelft.nl/uuid:8be343eb-300f-456e-b700-b8251d1f2c0e

Delft University of Technology

20. Lee, Alexander (author). Using futures in yield curve calibration.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:27b216aa-a514-4339-a6e2-80952d19d794

► The yield curve represents market supply and demand implied expectations of future interest rates and is calibrated from the most liquidly traded interest rate derivatives…
(more)

Subjects/Keywords: Futures; Interest rates; Calibration; Greeks; Volatility smile; Yield curve

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APA (6^{th} Edition):

Lee, A. (. (2019). Using futures in yield curve calibration. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:27b216aa-a514-4339-a6e2-80952d19d794

Chicago Manual of Style (16^{th} Edition):

Lee, Alexander (author). “Using futures in yield curve calibration.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:27b216aa-a514-4339-a6e2-80952d19d794.

MLA Handbook (7^{th} Edition):

Lee, Alexander (author). “Using futures in yield curve calibration.” 2019. Web. 05 Dec 2020.

Vancouver:

Lee A(. Using futures in yield curve calibration. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:27b216aa-a514-4339-a6e2-80952d19d794.

Council of Science Editors:

Lee A(. Using futures in yield curve calibration. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:27b216aa-a514-4339-a6e2-80952d19d794

Delft University of Technology

21. Pluim, Joost (author). An analysis of Generative Adversarial Networks on lower dimensional spaces.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:a84af010-f0b8-48e7-a017-9fe98ca902ee

►

Generative Adversarial Networks (GANs) provide a new way of generating data. In this thesis, a strictly controlled parameter space is introduced from which a sample… (more)

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APA (6^{th} Edition):

Pluim, J. (. (2019). An analysis of Generative Adversarial Networks on lower dimensional spaces. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:a84af010-f0b8-48e7-a017-9fe98ca902ee

Chicago Manual of Style (16^{th} Edition):

Pluim, Joost (author). “An analysis of Generative Adversarial Networks on lower dimensional spaces.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:a84af010-f0b8-48e7-a017-9fe98ca902ee.

MLA Handbook (7^{th} Edition):

Pluim, Joost (author). “An analysis of Generative Adversarial Networks on lower dimensional spaces.” 2019. Web. 05 Dec 2020.

Vancouver:

Pluim J(. An analysis of Generative Adversarial Networks on lower dimensional spaces. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:a84af010-f0b8-48e7-a017-9fe98ca902ee.

Council of Science Editors:

Pluim J(. An analysis of Generative Adversarial Networks on lower dimensional spaces. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:a84af010-f0b8-48e7-a017-9fe98ca902ee

Delft University of Technology

22. de Vries, Tjeerd (author). Market consistent valuation of deferred taxes.

Degree: 2018, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:21c30103-ffc7-4592-854a-c3185f835b2a

►

This thesis develops a continuous time framework to value deferred taxes using Black and Scholes (1973) type option pricing techniques. The valuation renders a market… (more)

Subjects/Keywords: Deferred tax valuation; Martingale pricing; Optimal capital structures; Loss absorbing capacity of deferred taxes

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APA (6^{th} Edition):

de Vries, T. (. (2018). Market consistent valuation of deferred taxes. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:21c30103-ffc7-4592-854a-c3185f835b2a

Chicago Manual of Style (16^{th} Edition):

de Vries, Tjeerd (author). “Market consistent valuation of deferred taxes.” 2018. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:21c30103-ffc7-4592-854a-c3185f835b2a.

MLA Handbook (7^{th} Edition):

de Vries, Tjeerd (author). “Market consistent valuation of deferred taxes.” 2018. Web. 05 Dec 2020.

Vancouver:

de Vries T(. Market consistent valuation of deferred taxes. [Internet] [Masters thesis]. Delft University of Technology; 2018. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:21c30103-ffc7-4592-854a-c3185f835b2a.

Council of Science Editors:

de Vries T(. Market consistent valuation of deferred taxes. [Masters Thesis]. Delft University of Technology; 2018. Available from: http://resolver.tudelft.nl/uuid:21c30103-ffc7-4592-854a-c3185f835b2a

Delft University of Technology

23. Wagner, Emma (author). On the Application of Shannon Wavelet Inverse Fourier Techniques: An Extension to Asian Option Valuation and European Option Pricing under the SABR Model.

Degree: 2017, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:246714bf-fd09-4b04-90b9-b1a070b3c9a3

►

This work is on the extension of the SWIFT method to option pricing problems where the sum of lognormals occurs. The SWIFT method (ShannonWavelet Inverse… (more)

Subjects/Keywords: Shannon wavelets; Option Pricing; Asian Options; SABR model; Fourier Transform; Levy process

Record Details Similar Records

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APA (6^{th} Edition):

Wagner, E. (. (2017). On the Application of Shannon Wavelet Inverse Fourier Techniques: An Extension to Asian Option Valuation and European Option Pricing under the SABR Model. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:246714bf-fd09-4b04-90b9-b1a070b3c9a3

Chicago Manual of Style (16^{th} Edition):

Wagner, Emma (author). “On the Application of Shannon Wavelet Inverse Fourier Techniques: An Extension to Asian Option Valuation and European Option Pricing under the SABR Model.” 2017. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:246714bf-fd09-4b04-90b9-b1a070b3c9a3.

MLA Handbook (7^{th} Edition):

Wagner, Emma (author). “On the Application of Shannon Wavelet Inverse Fourier Techniques: An Extension to Asian Option Valuation and European Option Pricing under the SABR Model.” 2017. Web. 05 Dec 2020.

Vancouver:

Wagner E(. On the Application of Shannon Wavelet Inverse Fourier Techniques: An Extension to Asian Option Valuation and European Option Pricing under the SABR Model. [Internet] [Masters thesis]. Delft University of Technology; 2017. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:246714bf-fd09-4b04-90b9-b1a070b3c9a3.

Council of Science Editors:

Wagner E(. On the Application of Shannon Wavelet Inverse Fourier Techniques: An Extension to Asian Option Valuation and European Option Pricing under the SABR Model. [Masters Thesis]. Delft University of Technology; 2017. Available from: http://resolver.tudelft.nl/uuid:246714bf-fd09-4b04-90b9-b1a070b3c9a3

Delft University of Technology

24. Casamassima, Emanuele (author). Pricing and Hedging of a Mortgage Portfolio.

Degree: 2018, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:e514846b-1ff8-47cd-b774-d3b5c29adca6

► Forecasting the prepayments is essential for any financial institution providing mortgages, and it is a crucial step in the hedging of the risk resulting from…
(more)

Subjects/Keywords: Prepayment option; Linear risk; Non-linear risk; Refinancing Incentive; Swaption; Mortgages; Hull-White

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APA (6^{th} Edition):

Casamassima, E. (. (2018). Pricing and Hedging of a Mortgage Portfolio. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:e514846b-1ff8-47cd-b774-d3b5c29adca6

Chicago Manual of Style (16^{th} Edition):

Casamassima, Emanuele (author). “Pricing and Hedging of a Mortgage Portfolio.” 2018. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:e514846b-1ff8-47cd-b774-d3b5c29adca6.

MLA Handbook (7^{th} Edition):

Casamassima, Emanuele (author). “Pricing and Hedging of a Mortgage Portfolio.” 2018. Web. 05 Dec 2020.

Vancouver:

Casamassima E(. Pricing and Hedging of a Mortgage Portfolio. [Internet] [Masters thesis]. Delft University of Technology; 2018. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:e514846b-1ff8-47cd-b774-d3b5c29adca6.

Council of Science Editors:

Casamassima E(. Pricing and Hedging of a Mortgage Portfolio. [Masters Thesis]. Delft University of Technology; 2018. Available from: http://resolver.tudelft.nl/uuid:e514846b-1ff8-47cd-b774-d3b5c29adca6

Delft University of Technology

25. den Haan, Tim (author). Dynamic Life Cycle Investing.

Degree: 2019, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:495de739-9df7-4333-9da7-8c5b10bd9589

►

This thesis studies the asset allocation of a DC pension investor over a long time horizon. Investors allocate their portfolio wealth between two assets: a… (more)

Subjects/Keywords: Pension investor; Portfolio optimization; Rule-based control; Dynamic Programming; smoothing

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APA (6^{th} Edition):

den Haan, T. (. (2019). Dynamic Life Cycle Investing. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:495de739-9df7-4333-9da7-8c5b10bd9589

Chicago Manual of Style (16^{th} Edition):

den Haan, Tim (author). “Dynamic Life Cycle Investing.” 2019. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:495de739-9df7-4333-9da7-8c5b10bd9589.

MLA Handbook (7^{th} Edition):

den Haan, Tim (author). “Dynamic Life Cycle Investing.” 2019. Web. 05 Dec 2020.

Vancouver:

den Haan T(. Dynamic Life Cycle Investing. [Internet] [Masters thesis]. Delft University of Technology; 2019. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:495de739-9df7-4333-9da7-8c5b10bd9589.

Council of Science Editors:

den Haan T(. Dynamic Life Cycle Investing. [Masters Thesis]. Delft University of Technology; 2019. Available from: http://resolver.tudelft.nl/uuid:495de739-9df7-4333-9da7-8c5b10bd9589

Delft University of Technology

26. Tijink, Jan (author). Generation of multivariate time series using neural networks.

Degree: 2018, Delft University of Technology

URL: http://resolver.tudelft.nl/uuid:b1cc2e66-dabb-497f-a3ea-5d37a17eb742

Applied Mathematics | Financial Engineering
*Advisors/Committee Members: Oosterlee, Kees (mentor), den Dunnen, Wilco (mentor), Delft University of Technology (degree granting institution).*

Subjects/Keywords: Neural Networks; Time series; generation; Generation; neural networks; time series; Distribution

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APA (6^{th} Edition):

Tijink, J. (. (2018). Generation of multivariate time series using neural networks. (Masters Thesis). Delft University of Technology. Retrieved from http://resolver.tudelft.nl/uuid:b1cc2e66-dabb-497f-a3ea-5d37a17eb742

Chicago Manual of Style (16^{th} Edition):

Tijink, Jan (author). “Generation of multivariate time series using neural networks.” 2018. Masters Thesis, Delft University of Technology. Accessed December 05, 2020. http://resolver.tudelft.nl/uuid:b1cc2e66-dabb-497f-a3ea-5d37a17eb742.

MLA Handbook (7^{th} Edition):

Tijink, Jan (author). “Generation of multivariate time series using neural networks.” 2018. Web. 05 Dec 2020.

Vancouver:

Tijink J(. Generation of multivariate time series using neural networks. [Internet] [Masters thesis]. Delft University of Technology; 2018. [cited 2020 Dec 05]. Available from: http://resolver.tudelft.nl/uuid:b1cc2e66-dabb-497f-a3ea-5d37a17eb742.

Council of Science Editors:

Tijink J(. Generation of multivariate time series using neural networks. [Masters Thesis]. Delft University of Technology; 2018. Available from: http://resolver.tudelft.nl/uuid:b1cc2e66-dabb-497f-a3ea-5d37a17eb742