The Mathematical Institute, University of Oxford, Eprints Archive

Browse by Type

Up a level
Export as [feed] RSS 2.0 [feed] RSS 1.0 [feed] Atom
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 Sat Jul 26 03:13:38 2014 BST.