Study programme
Classes
- Optimisation with Applications to Finance +1NMEK412 | Faculty of Mathematics and Physics
- Econometrics Seminar 1NMEK450 | Faculty of Mathematics and Physics
- Mathematical EconomicsNMEK531 | Faculty of Mathematics and Physics
- Financial-Insurance PraxisNMFM336 | Faculty of Mathematics and Physics
- Investment Analysis +1NMFM431 | 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
- Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions2020 | Faculty of Mathematics and Physics
- Second order stochastic dominance constraints in decision dependent randomness portfolio optimization problems2020 | Faculty of Mathematics and Physics
- Individual optimal pension allocation under stochastic dominance constraints2018 | Faculty of Mathematics and Physics
- AN ASSET - LIABILITY MANAGEMENT STOCHASTIC PROGRAM OF A LEASING COMPANY2018 | Faculty of Mathematics and Physics
- Implied volatility and state price density estimation: arbitrage analysis2017 | Faculty of Mathematics and Physics
- On the Reliability of a Credit Default Swap Contract during the EMU Debt Crisis2016 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- DEA models equivalent to general Nth order stochastic dominance efficiency tests2016 | Faculty of Mathematics and Physics
- Portfolio selection problem with the third-order stochastic dominance constraints2016 | Faculty of Mathematics and Physics
- Stochastic dominance enhanced portfolios - empirical evidence2016 | Faculty of Mathematics and Physics
- A general test for SSD portfolio efficiency2015 | Faculty of Mathematics and Physics
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