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 **Thu Mar 5 02:14:22 2015 GMT**.