PhD and MSc Theses

PhD and MSc Theses, since 1988

Advisor Professor Reisman Haim
Advisor's Email
No of theses 12
Department Industrial Engineering and Management
Department Web Site
Student's Name Graduation Year Degree Abstracts Research Name
Sharon Garyn-Tal 2012 PhD Abstracts Two Essays on Performance Evaluation
Itay Kavaler 2016 MSc Abstracts On Implied Binomial Trees with a Non Constant Interest Rate Dynamics
Amihai Silverman 1999 MSc The Application of Implied Binomial Tree to Risk Manangement
Denis Geidman 2017 MSc Abstracts Change of Stochastic Parameters in Derivative Assets
Raanan Eran 2014 MSc Abstracts Financial Modeling Portfolio Optimization – Equilibrium Approach
Amitay Kauffmann 2014 MSc Abstracts Constructing the FEER Index – Forecasting Extreme Events Risk
Nitzan Regev 2007 MSc Abstracts Excess Yields in Bond Hedging
Willy Elizarov 2004 MSc Abstracts A Principal Component Model for Commodity Futures
Shmuel Danan 2003 MSc Abstracts Obtaining Arbitrage by the Use of MAOF Options
Oren Parnas 2001 MSc Characterizing Underlying Stock Prices from Current Option Prices
Nisan Langberg 1999 MSc Financial Derivative Pricing and Applications in Actuarial Sciences
Yariv Yairi 1996 MSc A Pricing Model for Derivatives on Commodities with An Application to the Israeli Market