|
Theses 2008
Benjamin Baumgartner (2008)
Bootstrap Test Procedures for Ruin Probabilities.
Diploma Thesis (Statistics), University of Bern (Advisor: Riccardo Gatto)
Jasmin Furrer (2008)
Pricing Derivative Securities with Uncertain Volatilities and Transaction Costs.
Diploma Thesis (Statistics), University of Bern (Advisor: Ilya Molchanov)
André Hüsler (2008)
New Aspects of Statistical Modeling with Log-Concave Densities.
PhD Thesis, University of Bern (Advisor: Lutz Dümbgen)
Alexander Kohler (2008)
Measuring Risk in the Context of Multivariate Losses
Diploma Thesis (Statistics), University of Bern (Advisor: Ilya Molchanov)
Michael Mayer (2008)
Random Diameters and Other U-Max-Statistics [Full text (pdf, 524KB)]
PhD Thesis, University of Bern (Advisor: Ilya Molchanov)
Pierre Patie (2008)
Explicit Contributions to the Study of Self-Similar Markov Processes
Habilitation Thesis, University of Bern
David Popp (2008)
Optionspreismodelle: Übersicht über die wichtigsten Konzepte unter besonderer
Berücksichtigung ihrer Leistungsfähigkeit und Praxisrelevanz.
Diploma Thesis (Statistics), University of Bern (Advisor: Daniel Neuenschwander)
Rahel Studer (2008)
Extremwerttheorie für diskrete Zufallsvariablen.
Diploma Thesis (Statistics), University of Bern (Advisor: Jürg Hüsler)
Armin Thalmann (2008)
Beurteilung von Marktsituationen im Optionenhandel.
Master Thesis (Statistics), University of Bern (Advisors: Heinz Zimmermann (Basel), Riccardo Gatto)