The Mathematical Institute, University of Oxford, Eprints Archive

Items where Research Group is "Mathematical and Computational Finance Group" and Year is 2014

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Number of items: 11.

Azar, Ghady (2014) On sensitivities in utility-based hedging and parameter uncertainty. Masters thesis, Oxford University.

Borowski, Mateusz (2014) A Large Market Model with Stochastic Volatility and Application to Pricing Credit Derivatives. Masters thesis, Oxford University.

Dechauffour, Quentin (2014) Fractional Kelly Strategy and Time Consistent Investment : A Statistical Analysis. Masters thesis, Oxford University.

McMillan, Charles (2014) Evaluating Asian Options and their Greeks via asymptotic expansion. Masters thesis, Oxford University.

Morariu-Patrichi, Maxime (2014) Robust pricing under constraints on the realised volatility. Masters thesis, Oxford University.

Mu, Zongyan (2014) The 80% Rule in Mean-Variance Portfolio Selection with Random Interest Rate. Masters thesis, Oxford University.

Siriviriyakul, Prach (2014) Using tree based regression to solve BSDE. Masters thesis, Oxford University.

Su, Quanrong (2014) Structure of asymptotic expansions of put prices, Deltas and Gammas. Masters thesis, Oxford University.

Sun, Zhengyuan (2014) Interacting Particle System and its Application in Pricing Bermudan Options. Masters thesis, Oxford University.

Vasilev, Nikolay (2014) Optimal Switching on a Finite Time Horizon. Masters thesis, Oxford University.

Wang, Jiaxing (2014) Multilevel Change of Measure for Complex Digital Options. Masters thesis, Oxford University.

This list was generated on Wed Nov 22 06:11:45 2017 GMT.