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Locating Efficiency and Productivity Champions in a new Banking Environment
Using Data Envelopment Analysis (DEA) to benchmark ING Bank against a Sample of 65 Banks operating in the Dutch market over the Period 1992 to 1996©1999 Diplomarbeit -
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Stochastic Calculus with Applications to Stochastic Portfolio Optimisation
©2007 Magisterarbeit -
Probabilistic Analysis of Multivariate GARCH Models
©2009 Studienarbeit -