Master Thesis Finance

Master Thesis Finance-79
If a student has had their (high school) education in a language other than Finnish or Swedish or abroad, it is possible to apply for an exemption in order to make the test in English or some other language.The application will be addressed to the Vice Dean of the School of Business.In this thesis, you shall review the literature on default rate prediction and then conduct your own empirical study in which you use approaches from statistical learning / machine learning in addition to standard ones (Contact: Prof.

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For further instructions regarding the maturity test, please see Planning your studies - Maturity test.In addition, please note that most theses supervised by the institute have an empirical part.We therefore recommend that students interested in writing a Master thesis attend the modeling and research courses offered by the finance institutes (Financial Modeling, Research in Finance).They will be able to apply standard pricing methods such as the binomial model and the Black-Scholes model, but will also develop a critical understanding of the derivatives business and its role in financial markets and society.Fixed Income (VL UE, 4 SWS, 6 SP, SS) pdf On completition of the module, students will be familiar with the basic concepts of fixed income analysis and will be able to apply these concepts in the valuations of fixed income products.Within a given period of time, you are expected to use adequate scientific methods in order to develop furtherknowledge and to apply a critical and reflective approach.The objective of the Master Thesis is to develop your ability to contribute to business research.Machine learning and stock market predictability You shall examine whether estimation approaches from machine learning can help improve the precision of stock market forecasts compared to existing approaches.The paper stated below is an example of an "existing approach". Literature to get started: Prospect theory and predictability A recent paper has shown that prospect theory can help predict the cross-section of stock returns.Seminar lasts usually the whole semester, and it is organised during both autumn and spring semesters.Registration for the seminar varies depending on the degree programme: please see the instructions for each programme in Web Oodi or My Courses.

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