PhD and MSc Theses
PhD and MSc Theses, since 1988
Student's Name |
Graduation Year |
Degree |
Abstracts |
Research Name |
Garyn-Tal Sharon |
2012 |
PhD |
Abstracts |
Two Essays on Performance Evaluation |
Kavaler Itay |
2016 |
MSc |
Abstracts |
On Implied Binomial Trees with a Non Constant Interest Rate Dynamics |
Geidman Denis |
2017 |
MSc |
Abstracts |
Change of Stochastic Parameters in Derivative Assets |
Eran Raanan |
2014 |
MSc |
Abstracts |
Financial Modeling Portfolio Optimization – Equilibrium Approach |
Kauffmann Amitay |
2014 |
MSc |
Abstracts |
Constructing the FEER Index – Forecasting Extreme Events Risk |
Regev Nitzan |
2007 |
MSc |
Abstracts |
Excess Yields in Bond Hedging |
Elizarov Willy |
2004 |
MSc |
Abstracts |
A Principal Component Model for Commodity Futures |
Danan Shmuel |
2003 |
MSc |
Abstracts |
Obtaining Arbitrage by the Use of MAOF Options |
Parnas Oren |
2001 |
MSc |
|
Characterizing Underlying Stock Prices from Current Option Prices |
Langberg Nisan |
1999 |
MSc |
|
Financial Derivative Pricing and Applications in Actuarial Sciences |
Yairi Yariv |
1996 |
MSc |
|
A Pricing Model for Derivatives on Commodities with An Application to the Israeli Market |
Silverman Amihai |
1999 |
MSc |
|
The Application of Implied Binomial Tree to Risk Manangement |