Browsing Theses by Subject "Risk Management"
Now showing items 1-7 of 7
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Computational Methods in Finance Related to Distributions with Known Marginals
(University of Waterloo, 2017-05-30)Model uncertainty and the dependence structures of various risk factors are important components of measuring and managing financial risk, such as market, credit and operational risks. In this thesis we provide a systematic ... -
Data-Driven Models: An Alternative Discrete Hedging Strategy
(University of Waterloo, 2023-08-16)Options hedging is a critical problem in financial risk management. The prevailing approach in financial derivative pricing and hedging has been to first assume a parametric model describing the underlying price dynamics. ... -
Essays in Risk Management for Crude Oil Markets
(University of Waterloo, 2012-10-22)This thesis consists of three essays on risk management in crude oil markets. In the first essay, the valuation of an oil sands project is studied using real options approach. Oil sands production consumes substantial ... -
FX Spot Trading and Risk Management from A Market Maker’s Perspective
(University of Waterloo, 2011-08-29)Due to the rapid development of computing technology and faster growth of financial industry, Foreign Exchange high-frequency trading has become substantially more prominent to today's market players, especially to bankers ... -
Interface Management for Complex Capital Projects
(University of Waterloo, 2014-05-21)In recent years, Interface Management (IM) practices have been emerging to address the challenges of managing complex capital projects. These challenges include the added complexity and scale of these projects, globalization, ... -
System of Systems Engineering for Policy Design
(University of Waterloo, 2013-10-02)A system of systems (SoS) framework is proposed for policy design that takes into account the value systems of multiple participants, harnesses the complexity of strategic interactions among participants, and confronts the ... -
The Valuation and Risk Management of a DB Underpin Pension Plan
(University of Waterloo, 2007-08-02)Hybrid pension plans offer employees the best features of both defined benefit and defined contribution plans. In this work, we consider the hybrid design offering a defined contribution benefit with a defined benefit ...