Search

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:

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