Study programme
Classes
- Optimisation with Applications to Finance +1NMEK412 | Faculty of Mathematics and Physics
- Financial-Insurance PraxisNMFM336 | Faculty of Mathematics and Physics
- Investment Analysis +1NMFM431 | Faculty of Mathematics and Physics
- Econometrics Seminar 1NMEK450 | Faculty of Mathematics and Physics
- Mathematical EconomicsNMEK531 | Faculty of Mathematics and Physics
- Some topics on insurance and financial mathematicsNMFM601 | Faculty of Mathematics and Physics
- Stochastic Problems in Research and PracticeNMSA431 | Faculty of Mathematics and Physics
Publications
- Portfolio Choice Based on Third-Degree Stochastic Dominance2017 | Faculty of Mathematics and Physics
- DYNAMIC MODEL OF MARKET WITH UNINFORMED MARKET MAKER2017 | Faculty of Mathematics and Physics
- Implied volatility and state price density estimation: arbitrage analysis2017 | Faculty of Mathematics and Physics
- Antiplatelet efficacy of P2Y12 inhibitors (prasugrel, ticagrelor, clopidogrel) in patients treated with mild therapeutic hypothermia after cardiac arrest due to acute myocardial infarction2016 | Faculty of Mathematics and Physics, Third Faculty of Medicine
- DEA models equivalent to general Nth order stochastic dominance efficiency tests2016 | Faculty of Mathematics and Physics
- A general test for SSD portfolio efficiency2015 | Faculty of Mathematics and Physics
- Linear Tests for Decreasing Absolute Risk Aversion Stochastic Dominance2015 | Faculty of Mathematics and Physics
- Output analysis and stress testing for risk constrained portfolios2015 | Faculty of Mathematics and Physics
- Out-of-sample SSD efficiency of mean-CVaR efficient portfolios2015 | Faculty of Mathematics and Physics
- Out-of-sample optimal risk parameter in mean- CVaR models2015 | Faculty of Mathematics and Physics
Loading network view...