Browsing Bachelor Thesis - Mathematics by Title

Now showing items 47-49 of 49

    • Using fuzzy goal approach for portfolio optimizition 

      Hoan, Duong Khai (International University - HCMC, 2017)
      Mathematical applications is widely used in di erent aspects of human life, particularly in nance. Quantitative models are created to nd the optimal solutions for nancial problems have helped signi cantly banking ...

    • Value at risk analysis of options and bonds 

      Yen, Ha Thi Phi (International University - HCMC, 2019)
      This thesis aims to provide some methodology for estimating the Value-at-Risk (VaR) for options and bonds. We rst introduce a review of basic knowledge for stochastic calculus. Based on some de nitions of VaR, the ...

    • What Factors Drive Systemic Risks In Asian Emerging Markets 

      Ta, Thi Thanh Thuy (2020)
      Determinants of systemic risk have been extensively investigated in developed markets and using the Ordinary Least Squares (OLS) regression models. However, several studies in the top-tier journals in finance and banking ...