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Author:

Wang, Xinyu

Title:

Interest Rate Model and Option Pricing

Area of Honors:

Mathematics

Keywords:

Financial Mathematics
Interest Rate Model
Black Scholes Model
Option Pricing
Compuational Finance

File:

Download final_thesis.pdf

Thesis Supervisors:

Anna L Mazzucato, Thesis Supervisor
Sergei Tabachnikov, Thesis Honors Advisor

Author:

Sukunda, Joseph

Title:

AN ANALYSIS OF LONGEVITY BASIS RISK IN THE UNITED STATES

Area of Honors:

Mathematics

Keywords:

Longevity Basis Risk
Longevity Risk
Longevity Risk Transfer
VAR Model
Lee-Carter Model
Pension
Annuity

File:

Download Sukunda_Thesis_Final.pdf

Thesis Supervisors:

Nan Zhu, Thesis Supervisor
Leonid N Vaserstein, Thesis Honors Advisor
Anna L Mazzucato, Faculty Reader

Author:

Thornton, Stephen

Title:

Helical Symmetry Solutions to the Equations of Magnetohydrodynamics

Area of Honors:

Mathematics

Keywords:

Magnetohydrodynamics
MHD
Fluids
PDE
Partial Differential Equations

File:

Download ThorntonFinalMathThesis.pdf

Thesis Supervisors:

Anna L Mazzucato, Thesis Supervisor
Ludmil Tomov Zikatanov, Thesis Honors Advisor

Author:

Wu, Jiawei

Title:

Comparisons between the Monte Carlo method and Finite Difference method for option price and interest rate models

Area of Honors:

Mathematics

Keywords:

Numerical Analysis
Financial Mathematics
Partial Differential Equations

File:

Download Wu_Jiawei_Comparisons_between_the_Monte_Carlo_method_and_Finite_Difference_method_for_option_price_and_interest_rate_models.pdf

Thesis Supervisors:

Anna L Mazzucato, Thesis Supervisor
Xiantao Li, Thesis Honors Advisor

Author:

Tan, Qinyang

Title:

spectral study of neural networks with ReLU and hat activation functions

Area of Honors:

Mathematics

Keywords:

math
deep learning
finite element methods
ReLU

File:

Download thesis.pdf

Thesis Supervisors:

Qingguo Hong, Thesis Supervisor
Anna L Mazzucato, Thesis Honors Advisor