We propose a three-step method using the stochastic dominance (SD) approach on stock
filtering to determine the number and candidate stocks in a portfolio. We empirically prove …

This paper innovates in the risk management of insurance and banking capital by exploring
efficient, accurate, and reliable algorithms for evaluating risk measures and contributions in …

In this thesis, we discuss two types of Monte Carlo simulation methods and their applications
in quantitative finance. In the first project, we investigate analytical solvability of models with …

En el món de les finances computacionals, tant els preus de derivats com la gestió de riscos
han atret molt d'interès entre els professionals i l'acadèmia. Aquesta tesi pretén …

My Master's program was far easier to start than to finish. For helping me cross the line, I am
thankful to all my advisors for their infinite patience and tolerance with my weakly convergent …