Browsing Bachelor Thesis - Mathematics by Author "Tan, Le Nhat"

Now showing items 1-5 of 5

    • Applying pairs trading to Vietnamese stocks 

      Thien, Huynh Quang (International University - HCMC, 2019)
      In this research, we nd out Pairs Trading's de nition, alogrithm. Then we apply pairs trading in Vietnamese stock market. 50 pairs of stocks in Vietnamese stock market are used to apply pairs trading. Next, we use One ...

    • Credit default risk prediction using boosting algorithms 

      Loan, Thai Do Phuong (International University - HCMC, 2019)
      Credit risk is one of the major nancial challenges that exists in the banking system and nancial institutions. This thesis proposes a Machine-Learning-based approach named Boosting Algorithms in order to solve the ...

    • Methods for finding one - year probability of default in credit risk modeling 

      Anh, Nguyen Duy (International University - HCMC, 2019)
      Machine Learning is becoming one of the most important elds in our world. The reason is that thanks to the growth of technology, it is getting easier to collect data of individuals, objects, or phenomenons. With the ...

    • Pricing American perpetual put option using ordinary differential equation approach 

      Hoang, Truong Vinh (International University - HCMC, 2019)
      This Thesis aims to re-derive formula to pricing the American Perpetual put option under the Black-Scholes framework. We rst derive the formula using the ordinary di erential equation approach. After archived the close ...

    • A probabilistic approach to price American digital call options on Vietnamese stock 

      Chau, Nguyen Ngoc Quynh (International University - HCMC, 2019)
      The probabilistic and numerical method for pricing American digital call options has been investigated signi cantly in the developed and emerging markets; however, only a few studies have been applied in the case of the ...