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Author:

Singh, Simranjeet

Title:

Approximating Parabolic Partial Differential Equations with Applications to Financial Option Pricing

Area of Honors:

Interdisciplinary in Finance and Mathematics

Keywords:

Green's function
partial differential equations
option pricing
commutator

File:

Download Singh_Thesis.pdf

Thesis Supervisors:

Anna L Mazzucato, Thesis Supervisor
Leonid N Vaserstein, Thesis Honors Advisor
Dr. Brian Spangler Davis, Thesis Supervisor

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