Browsing MSc.MF Theses and Dissertations (2021) by Subject

Now showing items 1-36 of 36

Subject
Acceptance/ rejection criterion [1]
Annealing function [1]
Asset allocation [1]
Certified Emission Reductions(CERs) [1]
Conditional Value-at- Risk [1]
Day of the week effect [1]
Diffusion [1]
Downside deviation [1]
Electricity prices [1]
Emerging market [1]
Frontier market [1]
Geometric Brownian Motion Process(GBMP) [1]
Hidden Markov models [1]
Mean-reverting [1]
Mean-Reverting Square Root Process (MRSRP) [1]
Monte-Carlo method [1]
Monte-Carlo simulation [1]
Nairobi Securities Exchange [1]
NSE20 [1]
Optimization [1]
Portfolio optimization [2]
Portfolio theory [1]
Reinforcement learning [1]
Risk measures [1]
Robust estimators [1]
Simulated annealing [1]
Spread option [1]
Stochastic volatility [1]
Stock market [1]
Stock returns [1]
Swaption pricing [1]
Uganda Security Exchange [1]
Variance [1]
Vasicek Model [1]
Volatility [1]
Volatility regimes [1]