Number of items: **11**.

Gandhi, Chetak
(2009)
*A Comparison Between Goal Reaching and Yaari's Models.*
Masters thesis, Mathematical Institute.

Cao, Bo
(2009)
*Disposition Effect on Two Classical Expected Utility Models:
*

Exponential and Power.
Masters thesis, Mathematical Institute.

Chassenieux, Thomas
(2009)
*Indifference Price and Optimal Hedging Performance for Variance Swaps.*
Masters thesis, Mathematical Institute.

Burgos, Sylvestre
(2009)
*Investigation into Vibrato Monte Carlo for the Computation of
*

Greeks of Discontinuous Payoffs.
Masters thesis, Mathematical Institute.

Thom, Howard
(2009)
*Longstaff Schwartz Pricing of Bermudan Options and their Greeks.*
Masters thesis, Mathematical Institute.

Jiang, Yan
(2009)
*Optimal Selling Strategy With Piecewise Linear Drift Function.*
Masters thesis, Mathematical Institute.

Whitley, Alan
(2009)
*Pricing of European, Bermudan and American Options under the
*

Exponential Variance Gamma Process.
Masters thesis, Mathematical Institute.

Hao, Ni
(2009)
*Robust hedging of digital double touch barrier options.*
Masters thesis, Mathematical Institute.

Han, Wang
(2009)
*Time-Inconsistency: Performance of the Local Mean-Variance
*

Optimal Portfolio.
Masters thesis, Mathematical Institute.

Anastiasiades, Georgios
(2009)
*Utility indifference pricing and hedging - Temperature modeling and its significance in the construction of weather derivatives.*
Masters thesis, Mathematical Institute.

Hewitt, Ian
(2009)
*Mathematical modelling of geophysical melt drainage.*
PhD thesis, University of Oxford.

This list was generated on **Fri May 26 06:12:19 2017 BST**.