Number of items: **13**.

## C

Chen, Longyun (2010) Multilevel Monte Carlo adapted to bermudan options using randomized stopping rule. Masters thesis, Mathematical Institute.

Couffignals, Eric (2010) Quasi-Monte Carlo simulations for Longstaff Schwartz pricing of american options. Masters thesis, Mathematical Institute.

## F

Fenn, Daniel (2010) Network communities and the foreign exchange market. PhD thesis, University of Oxford.

## K

Karagiannis, Konstantinos (2010) Static hedging under cev model with drift. Masters thesis, Mathematical Institute.

## M

Monoyios, Michael (2010) Optimal investment with inside information and parameter uncertainty. Mathematics and Financial Economics, 3 . pp. 13-38.

Monoyios, Michael (2010) Utility-based valuation and hedging of basis risk with partial information. Applied Mathematical Finance . (In Press)

## P

Photiou, George (2010) Extend the ideas of Kan and Zhou paper on Optimal Portfolio Construction under parameter uncertainty. Masters thesis, Mathematical Institute.

## S

Shi, Haizhou (2010) Backward stochastic differential equations in finance. Masters thesis, Mathematical Institute.

Spilda, Juraj (2010) Adjoint methods for computing sensitivities in local volatility surfaces. Masters thesis, Mathematical Institute.

## W

Wang, Yue (2010) Tracking a financial index using modern control theory. Masters thesis, Mathematical Institute.

## Y

Yudaken, Lisa (2010) Numerical pricing of shout options. Masters thesis, Mathematical Institute.

## Z

Zhao, Junchen (2010) Parametric arbitrage-free models for implied smile dynamics. Masters thesis, Mathematical Institute.

Zhou, Sihong (2010) Extended credit grades with local volatility. Masters thesis, Mathematical Institute.

This list was generated on **Sat Nov 1 06:13:41 2014 GMT**.