يعرض 1 - 20 نتائج من 262 نتيجة بحث عن '"Quantitative Finance and Actuarial Science"', وقت الاستعلام: 0.38s تنقيح النتائج
  1. 1
    Electronic Resource
    A spectral measure of fragility in financial networks

    المؤلفون: Graaf, L. de, Graaf, L. de

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): P.J.J. Herings; 88 p.

    مصطلحات الفهرس: quantitative finance and actuarial science, finance, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=171519

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  2. 2
    Electronic Resource
    Time-varying stock-bond correlations: advanced DCC(1,1) GARCH modeling, change point detection methods and macroeconomic influences

    المؤلفون: Stokebrand, B.A., Stokebrand, B.A.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): L. Coumans; 60 p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, stock-bond correlation, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=173044

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  3. 3
    Electronic Resource
    The impact of physical climate risks on a commercial real estate mortgage portfolio

    المؤلفون: Brijder, D.C., Brijder, D.C.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): L. Coumans; 47 p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, climate change, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=172674

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  4. 4
    Electronic Resource
    Optimizing quantitative trading: an experimental study of DQN trading strategies and utility functions

    المؤلفون: Bagheri, M., Bagheri, M.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): N.F.F. Schweizer; 66 p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, quantitative finance, actuarial science, DQN, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=174684

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  5. 5
    Electronic Resource
    Revisiting the recovery theorem: why does practice refute theory?

    المؤلفون: Labout, O.P.H., Labout, O.P.H.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): B.J.M. Werker; 35 p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, recovery theorem, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=174914

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  6. 6
    Electronic Resource
    Predicting absolute risk of mortgage prepayment using proportional hazards and machine learning competing risks models in structured finance

    المؤلفون: Gennip, N. van, Gennip, N. van

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): A.M.B. De Waegenaere; 79 + appendices p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, quantitative finance, actuarial science, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=174864

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  7. 7
    Electronic Resource
    Intraday seasonality in the FX swap market

    المؤلفون: Houtum, W. van, Houtum, W. van

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): N.F.F. Schweizer; 61 + appendices p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, quantitative finance, actuarial science, EOR, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=175764

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  8. 8
    Electronic Resource
    Incorporating mortality shocks into a multi-population mortality model

    المؤلفون: Panah, A.S., Panah, A.S.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): B. Melenberg; 50 + appendix p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, quantitative finance, actuarial science, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=166424

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  9. 9
    Electronic Resource
    Forecasting the dynamics of the term structure of interest rates under different economic scenarios: a dynamic latent factor approach

    المؤلفون: Kremer, J.G., Kremer, J.G.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): B. Melenberg; 54 + appendices p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, quantitative finance, actuarial science, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=165224

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  10. 10
    Electronic Resource
    Comparative analysis of economic consequences of pension tax systems: EET vs. TEE in the Netherlands amid demographic changes

    المؤلفون: Janssen, C.A.M., Janssen, C.A.M.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): B.J.M. Werker; 73 + appendix p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, pension, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=167384

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  11. 11
    Electronic Resource
    The advantages of hidden Markov models for Dutch pension funds

    المؤلفون: Temmink, W.W., Temmink, W.W.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): B. Melenberg; 70 + appendix p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, quantitative finance, actuarial science, pension funds, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=167704

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  12. 12
    Electronic Resource
    Is there a carbon premium? Exploring methodological sensitivity and the puzzle of inconsistent results

    المؤلفون: Sanden, F.E.M. van der, Sanden, F.E.M. van der

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): C. Hambel; 79 p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, carbon premium, green outperformance, carbon emissions, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=169894

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  13. 13
    Electronic Resource
    Introducing: Double Renshaw-Haberman

    المؤلفون: Kostoulas, A., Kostoulas, A.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): F.L.J. Kerkhof; 67 p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, actuarial Science, quantitative finance, Double Renshaw-Haberman model, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=169899

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  14. 14
    Electronic Resource
    Optimal consumption, investment, and insurance strategy over the life-cycle for a regret-averse investor

    المؤلفون: Doreleijers, D., Doreleijers, D.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): C. Hambel; 100 p.

    مصطلحات الفهرس: quantitative finance and actuarial science, optimal life-cycle investment, regret theory, stochastic differential utility, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=169914

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  15. 15
    Electronic Resource
    Optimal investment in an oligopoly: analyzing the effect of the configuration of the demand function on investment

    المؤلفون: Tanis, H.C., Tanis, H.C.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): P.M. Kort; 43 + appendices p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, EOR, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=163214

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  16. 16
    Electronic Resource
    Investigating flood risk insurance feasibility in the Netherlands: a case study for the Province of Limburg in the current climate

    المؤلفون: Massop, J., Massop, J.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): C. Hambel; 60 + appendices p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, quantitative finance, actuarial science, flood risk, climate change, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=162885

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  17. 17
    Electronic Resource
    Continuous time mean-variance approximations

    المؤلفون: Kohlbacher, T., Kohlbacher, T.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): N.F.F. Schweizer; 91 p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, quantitative finance, actuarial science, mean-variance, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=162887

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  18. 18
    Electronic Resource
    A survey of State-of-the-Economy estimates for Point-In-Time probability of default models

    المؤلفون: Sentjens, G., Sentjens, G.

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): B.J.M. Werker; 41 + appendices p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, point-in-time, state-of-the-economy, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=164299

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  19. 19
    Electronic Resource
    Comparative analysis of univariate and multivariate models in short-term stock volatility forecasting

    المؤلفون: Gkavela, M, Gkavela, M

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): R. van den Akker; 70 p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, quantitative finance, actuarial science, forecasting, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=164294

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  20. 20
    Electronic Resource
    ESG-constrained portfolio optimization

    المؤلفون: Jemia, Y. Ben, Jemia, Y. Ben

    المصدر: Master thesis; Degree granted by Tilburg University. TISEM. Econometrics and Operations Research; Supervisor(s): A.M.B. De Waegenaere; 43 p.

    مصطلحات الفهرس: Quantitative Finance and Actuarial Science, quantitative finance, actuarial science, Master thesis

    URL: http://arno.uvt.nl/show.cgi?fid=164154

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