Browsing Bachelor Thesis - Mathematics by Author "Nguyen Phuong, Anh"
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Copula Theory And Application In Financial Engnineering
Nguyen Canh, Hai (International University - HCMC, 2018)This report will introduce a new way to describe the interdependence between returns and volatility of financial assets. It is based on the concept of copulas. The definition of mathematics, some characteristic properties ... -
Factor Models And Applications To VietNam Stock Market
Nguyen Hoang, Trieu (International University - HCMC, 2018)The study examines the relevance of the Fama - French five factor model on real estate stocks in the Ho Chi Minh Stock Exchange (HOSE) from 2013-2017. It focuses on the significant level of explanation for the return of ... -
Pricing Insurance Product With Generalized Linear Models And Price Re-Balancing Using Credibility Theory
Nguyen Ngoc Son, An (2018)The insurance industry is one of an essential section of economic which contributes significantly to the improvement and development of modern society, and the development of the insurance industry in Vietnam is active ... -
Pricing Insurance Product With Generalized Linear Models And Price Re-Balancing Using Credibility Theory
Nguyen Ngoc Son, An (International University - HCMC, 2018)The insurance industry is one of an essential section of economic which contributes significantly to the improvement and development of modern society, and the development of the insurance industry in Vietnam is active ...