Number of items: **12**.

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

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

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

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

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

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

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

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

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

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

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

Sengul, Yasemin
(2010)
*Well-posedness of dynamics of microstructure in solids.*
PhD thesis, University of Oxford.

This list was generated on **Fri May 26 04:12:22 2017 BST**.