The Mathematical Institute, University of Oxford, Eprints Archive

Items where Research Group is "Mathematical and Computational Finance Group" and Year is 2013

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Number of items: 13.

A

Ang, Xing Xian (2013) A Mixed PDE/Monte Carlo approach as an efficient way to price under high-dimensional systems. Masters thesis, Oxford University.

B

Brackmann, Hendrik (2013) Hedging Strategies Under Temporary Market Impact. Masters thesis, Oxford University.

H

Hauser, Raphael and Krishnamurthy, Vijay and Tütüncü, Reha (2013) Relative Robust Portfolio Optimization. Technical Report. Unspecified. (Submitted)

L

Lam, Derek (2013) Time Series Modelling of Monthly WTI Crude Oil Returns. Masters thesis, Oxford University.

M

Monoyios, Michael (2013) Malliavin calculus method for asymptotic expansion of dual control problems. SIAM Journal on Financial Mathematics, 4 . pp. 884-915.

N

Ngan, Kevin (2013) Application of the LCS Problem to High Frequency Financial Data. Masters thesis, Oxford University.

P

Pereira Simoes Matos, Goncalo (2013) Modelling Alternative Energy in the Electricity Market. Masters thesis, Oxford University.

S

Serknas, Dominykas (2013) Time Series Model for Forecasting Intraday Volatilities. Masters thesis, Oxford University.

Spears, Trent (2013) On estimating the risk-neutral and real-world probability measures. Masters thesis, Oxford University.

T

Tan, Vincent (2013) Utility-Based Hedging of Stochastic Income. Masters thesis, Oxford University.

X

Xia, Yuan (2013) Multilevel Monte Carlo for jump processes. PhD thesis, University of Oxford.

Z

Zhang, Xin (2013) Constructing Subordinated Di�usions Calibrated To A Finite Call Price Surface. Masters thesis, Oxford University.

Zheng, Xiaowei (2013) High frequency dynamics of order flow. Masters thesis, Oxford University.

This list was generated on Thu Nov 23 18:12:08 2017 GMT.