Number of items: **24**.

## A

Ahmad, Ferhana
(2008)
*Market Models for Inflation.*
Masters thesis, University of Oxford.

## B

Bennani-Hijazi, Driss
(2008)
*Pricing Spread Options using Matched Asymptotic Expansions.*
Masters thesis, University of Oxford.

Boon, Terry
(2008)
*Shared appreciation mortgages: property derivatives and unconventional loan interest charges.*
Masters thesis, University of Oxford.

## C

Carter, Sarah
(2008)
*Pricing Basket Temperature Derivatives.*
Masters thesis, University of Oxford.

Charara, Razan
(2008)
*Matched Asymptotic Expansions for Valuing Spread Options.*
Masters thesis, University of Oxford.

Chatzimichalis, Konstantinos
(2008)
*Investigation of Portfolio Choice that Tracks a Continuously Moving Target.*
Masters thesis, University of Oxford.

## D

Dehaene, Charles
(2008)
*Portfolio Selection in Incomplete Markets with Utility Maximisation.*
Masters thesis, University of Oxford.

## E

England, William
(2008)
*Modeling Commodity Futures Contracts.*
Masters thesis, University of Oxford.

## H

Hippler, Steffan
(2008)
*Pricing Bermudan Swaptions in the LIBOR Market Model.*
Masters thesis, University of Oxford.

## J

Jiang, Hongyu
(2008)
*Behavioural Financial Decision Making Under Uncertainty.*
Masters thesis, University of Oxford.

## K

Keegan, Sinead
(2008)
*Vibrato Monte Carlo and the calculation of greeks.*
Masters thesis, University of Oxford.

Keegan, Sinead
(2008)
*Vibrato Monte Carlo and the calculation of greeks.*
Masters thesis, University of Oxford.

## L

Li, Kai
(2008)
*Continuous Time Mean-Variance Portfolio Selection Problem.*
Masters thesis, University of Oxford.

Lin, Peter
(2008)
*Monte Carlo simulation algorithms for the pricing of American options.*
Masters thesis, University of Oxford.

Lin, Sensen
(2008)
*Finite Difference Schemes for Heston Model.*
Masters thesis, University of Oxford.

Liu, Peng
(2008)
*Numerical Methods For American Option Pricing.*
Masters thesis, University of Oxford.

Liu, Peng
(2008)
*Numerical Methods For American Option Pricing.*
Masters thesis, University of Oxford.

Lu, Yuqian
(2008)
*Default Forecasting in KMV.*
Masters thesis, University of Oxford.

## M

Monoyios, Michael
(2008)
*Marginal utility-based hedging of claims on non-traded assets with partial information.*
preprint
.
(Submitted)

Monoyios, Michael
(2008)
*Utility indifference pricing with market incompleteness.*
In:
Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing.
Nova Science Publishers, Hauppage, New York, USA.
ISBN 978 1 60456 931 5
(In Press)

## P

Pitcher, Courtney
(2008)
*Investigation of a Behavioural Model for Financial Decision Making.*
Masters thesis, University of Oxford.

## S

Schmitz Abe, Klaus
(2008)
*Pricing exotic options using improved strong convergence.*
PhD thesis, University of Oxford.

Sun, Tiantang
(2008)
*Markov Functional Market Model nd Standard Market Model.*
Masters thesis, University of Oxford.

## Z

Zamen, Ahmed Murtaza
(2008)
*Financial benchmark tracking problems under a stochastic linear quadratic control framework.*
Masters thesis, University of Oxford.

This list was generated on **Fri Oct 28 09:12:08 2016 BST**.