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List of MS Thesis Students supervised by me:
List of MS Thesis Students supervised by me:
=> I offer projects which fall under the umbrella of Financial Mathematics, Computational Mathematics, Financial Engineering, Time Series Analysis and Forecasting in Finance or Financial Econometrics.
=> Strong mathematical and computational background is required.
Sujonchandra Sutrodhar
(M.S. in Applied Mathematics, Session: 2018-2019, On Progress)
Thesis Titled: “A comprehensive study of Real Option pricing using discrete time Model"
Mritunjoy Paul
(M.S. in Applied Mathematics, Session: 2018-2019, On Progress)
Thesis Titled: “A complete Bayesian of the Black-Scholes Model"
Susoma Paul
(M.S. in Applied Mathematics, Session: 2017-2018, completed)
Thesis Titled: “A Comprehensive Study of Currency Option Pricing with Uncertain Exchange Rate and Stochastic Interest Rates"
Md. Abul Heyath Sajib
(M.S. in Applied Mathematics, Session: 2017-2018, completed)
Thesis Titled: “A Comprehensive Study of Finite Volume Methods for Option Valuation"
Atoshi Das
(M.S. in Applied Mathematics, Session: 2017-2018, completed )
Thesis Titled: “A Comprehensive Study on Optimal Multiple Stopping and Swing Options Pricing"
Farzana Afroz
(M.S. in Applied Mathematics, Session: 2016-2017, completed on 12 Feb 2019)
Thesis Titled: “A Comparative Study of the Black-Scholes Model and A Modified Black-Scholes Model with Bounded Underlying Prices for Option Valuation"
Tahmid Tamrin
(M.S. in Applied Mathematics, Session: 2016-2017, completed on 12 Feb 2019)
Thesis Titled: “Option Valuation with Constant and Stochastic Volatility : A Comparative Study by CAS"
S. M. Arif Hossen
(M.S. in Applied Mathematics, Session: 2016-2017, completed on 12 Feb 2019)
Thesis Titled: “ A Comparative Analysis of Monte Carloand Quasi-Monte Carlo Methods in Financial Derivative Pricing"
Kamrul Hassan
(M.S. in Applied Mathematics, Session: 2014-2015, completed)
Thesis Titled: “A Comparison of Black-Scholes Option Pricing Model and Its Alternatives."
Tanmoy Kumar Debnath
(M.S. in Applied Mathematics, Session: 2014-2015, completed)
Thesis Titled: “A Comparative Analysis of Some Numerical Techniques of Option Pricing.”
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