The Mathematical Institute, University of Oxford, Eprints Archive

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Number of items: 11.

Ngan, Kevin (2013) Application of the LCS Problem to High Frequency Financial Data. Masters thesis, Oxford University.

Zhang, Xin (2013) Constructing Subordinated Di´┐Żusions Calibrated To A Finite Call Price Surface. Masters thesis, Oxford University.

Brackmann, Hendrik (2013) Hedging Strategies Under Temporary Market Impact. Masters thesis, Oxford University.

Zheng, Xiaowei (2013) High frequency dynamics of order flow. Masters thesis, Oxford University.

Ang, Xing Xian (2013) A Mixed PDE/Monte Carlo approach as an efficient way to price under high-dimensional systems. Masters thesis, Oxford University.

Pereira Simoes Matos, Goncalo (2013) Modelling Alternative Energy in the Electricity Market. Masters thesis, Oxford University.

Spears, Trent (2013) On estimating the risk-neutral and real-world probability measures. Masters thesis, Oxford University.

Serknas, Dominykas (2013) Time Series Model for Forecasting Intraday Volatilities. Masters thesis, Oxford University.

Lam, Derek (2013) Time Series Modelling of Monthly WTI Crude Oil Returns. Masters thesis, Oxford University.

Tan, Vincent (2013) Utility-Based Hedging of Stochastic Income. Masters thesis, Oxford University.

Xia, Yuan (2013) Multilevel Monte Carlo for jump processes. PhD thesis, University of Oxford.

This list was generated on Sun Sep 24 16:12:22 2017 BST.