The Mathematical Institute, University of Oxford, Eprints Archive

Items where Research Group is "Mathematical and Computational Finance Group" and Year is 2008

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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 Thu Oct 2 17:12:54 2014 BST.