Mathematics

Project 1              Financial Mathematics. Binomial model. Data fitting.

Project 2            Financial Mathematics. Geometric Brownian motion. Data    fitting. 

Project 3           Monte-Carlo simulations.

Projects 4   Path calculations

Essay 1    Application of Ito Calculus/Black-Scholes Model  in Finance and Insurance 

Essay 2    Black Scholes  Model

Dis 1       ...Heston model...  

Dis 2   Estimation of parameters in option pricing

 Dis 3   Option price via numerical methods  

General_info.pdf   General info about MSc dissertations.

General_info.tex  The latex source of the above file: it needs to be saved with the  extension .tex and opened  with the proper latex/tex editor.

Jun Fan PhD  on  Ito and Malliavin Calculus with applications to Finance.

Yu Zhi Yao  MSc dis    entitled   "Path calculation with Binomial Model"