Browsing Bachelor Thesis - Mathematics by Author "Nguyen, Minh Quan"
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Modeling Dependence With Copulas In Risk Management
Le, Huu Minh Duc (2020)This thesis is to study the modelling with copulas and its usage in financial risk and portfolio management. We will present the construction of vines and vine copulas and fitting copulas in detail step-by-step, based ... -
Nonpararmetric Regression And Applications In Finance
Nguyen, Tuan Anh (2020)This thesis aims to study the methods of nonparametric regressions and a few applications in finance. In this thesis, we will introduce a review of basic knowledge of regression, particularly, nonparametric regression. ...