Research output per year
Research output per year
Supervised Work
- 9 results
Search results
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Market Integration between CDS and Equity markets: An Empirical Study on Pricing Discrepancies and Market Efficiency
Frederik Vibjerg Lauritsen, Vincent Winter
MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2022
Student thesis: Master thesis
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Pricing Swaptions with a Stochastic Volatility Model
Mathias Thaysen Henriksen
MSc in Business Administration and Mathematical Business Economics, (Graduate Programme) Final Thesis, 2022
Student thesis: Master thesis
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Quality Investing: Evidence from the German Stock Market
Yannick A. B. Hupp, Johannes C. Gleich
MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2022
Student thesis: Master thesis
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Quality Investing in the Danish Market
Rasmus Henry Caspersen, Jonathan Egeskov Christensen, Patrick Boll Hyldgaard
MSc in Business Administration and Mathematical Business Economics, (Graduate Programme) Final Thesis, 2021
Student thesis: Master thesis
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Quality Investing in the German Market
Oskar Petters, Pascal Büttner
MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2022
Student thesis: Master thesis
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Quantification of the Impact of Default Risk on Credit Spreads: Quantification of the Impact of Default Risk on Credit Spreads - An Approach using Structural Models of Non-normal Returns
Fredrik Ekman, Mats Gerling
MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2021
Student thesis: Master thesis
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The Low-risk Anomaly in the Nordic Equity Markets: High Risk, High Rewards...?
Frederik Kjærulff Györkös, Simon Obel Hansen
MSc in Finance and Investments, (Graduate Programme) Final Thesis, 2022
Student thesis: Master thesis
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The Variance Risk Premium: Estimating the Risk Premium of Variance from Synthesized Variance Swap Rates
Fabian Hansen Grønland
MSc in Advanced Economics and Finance, (Graduate Programme) Final Thesis, 2023
Student thesis: Master thesis
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Time-Varying Jump Tails with Lévy Processes
Marcus Frank Olesen
MSc in Business Administration and Mathematical Business Economics, (Graduate Programme) Final Thesis, 2021
Student thesis: Master thesis
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