PhD and MSc Theses

PhD and MSc Theses, since 1988

Advisor ASSOCIATE PROF. Haim Reisman
Advisor's Email
No of theses 12
Department Data and Decision Sciences
Department Web Site
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