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1.
Assessing the market efficiency of the Philippine bond market : an empirical study Redentor Paolo Mansor Alegre by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Manila De La Salle University 2009
Dissertation note: Master of Science Financial Engineering
Availability: Items available for loan: Commission on Higher Education (1).

2.
Default recovery rate swaptions : a financial engineering instrument to transfer post-default recovery rate risk Milkos Patrick B. Zalameda by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Manila De La Salle University 2009
Dissertation note: Master of Science Financial Engineering
Availability: Items available for loan: Commission on Higher Education (1).

3.
Forecasting and comparing the volatility of global government bond indices during 1998-2008 William Wayne Tiu Quesang by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Manila De la Salle University 2009
Dissertation note: Master of Science Financial Engineering
Availability: Items available for loan: Commission on Higher Education (1).

4.
What motivates bank consolidation? An analysis of the drivers of the mergers among Philippine universal and commercial banks during the period 0f 2001-2006 Jonathan Lim Uy by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Manila De La Salle University 2009
Dissertation note: Master of Science in Financial Engineering Financial Engineering
Availability: Items available for loan: Commission on Higher Education (1).

5.
Analysis on the foreign exchange return performance using hurst exponent as an investment tool Carlo Edward Uson Berroya by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Manila De La Salle University 2009
Dissertation note: Master of Science Financial Engineering
Availability: Items available for loan: Commission on Higher Education (1).

6.
Volatility of mutual fund return, GARCH modeling and value at risk Chiang Chung Hsuan by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Manila De La Salle University 2009
Dissertation note: Master of Science in Financial Engineering Financial Engineering
Availability: Items available for loan: Commission on Higher Education (1).

7.
A Study on the sensitivity of stock options' premium to changes in the underlying stock's dividend yield Christian Paolo Eusebio Ramagos by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Manila De La Salle University 2009
Dissertation note: Master of Science Financial Engineering
Availability: Items available for loan: Commission on Higher Education (1).

8.
Application of multivariate GARCH in the minimum variance optimization of a multi-currency sovereign bond porfolio Anne Catherine G. Hernandez by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Manila De La Salle University 2012
Dissertation note: Financial Engineering Master of Science
Availability: Items available for loan: Commission on Higher Education (1).

9.
Value at risk for Philippine fixed income market Joshanna Mae C. Rodriguez by
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Manila De La Salle University 2013
Dissertation note: Financial Engineering Master of Science
Availability: Items available for loan: Commission on Higher Education (1).

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