1. Interest Rate Model and Option Pricing Open Access Author: Wang, Xinyu Title: Interest Rate Model and Option Pricing Area of Honors: Mathematics Keywords: Financial MathematicsInterest Rate ModelBlack Scholes ModelOption PricingCompuational Finance File: Download final_thesis.pdf Thesis Supervisors: Anna L Mazzucato, Thesis SupervisorSergei Tabachnikov, Thesis Honors Advisor