Browsing Bachelor Thesis - Mathematics by Author "Pham, Hai Ha"

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    • Applying Conditional Value At Risk In Optimizing Portfolios 

      Vu, Hoang Anh Thu (2020)
      Value at Risk (VaR) & Conditional Value at Risk (CVaR) is a portfolio risk assessment method, but CVaR is a more accurate and advanced risk identification than VaR. In this thesis, we will briefly introduce VaR the ...

    • Estimaste Sensitivity Of Lookback Option With Simulation Monte Carlo 

      Truong, Huynh Quoc An (2020)
      Introducing Lookback option and Greeks value and the impact of Greeks on option. Applying Monte Carlo simulation for pricing Lookback call option with fixed strike price and European call option. Option price can be ...

    • Forecasting Value At Risk With Long Short Term Memory (Lstm) 

      Kieu, Thi Quynh Nhu (2020)
      In consideration of the current financial situation, managing risk and forecasting losses play a vital role in financial investment. This thesis aims to apply Long Short Term Memory Model (LSTM) to forecast and estimate ...