1. Pricing Methods for American Put Options Open Access Author: Valdivia, Lauren N Title: Pricing Methods for American Put Options Area of Honors: Interdisciplinary in Finance and Mathematics Keywords: FinanceOptionsAmerican Put OptionsBinomial Pricing ModelFinite Difference MethodsMonte Carlo Simulations File: Download LValdivia_Thesis.pdf Thesis Supervisors: Leonid N Vaserstein, Thesis SupervisorDr. Victoria V Sadovskaya, Thesis Honors AdvisorJames Alan Miles, Thesis Honors Advisor
2. Changes In Implied Correlation Through Time: Exchange Traded Funds and Their Underlying Assets Open Access Author: Sottile, Thomas Title: Changes In Implied Correlation Through Time: Exchange Traded Funds and Their Underlying Assets Area of Honors: Finance Keywords: FinanceImplied CorrelationImplied VolatilityOptionsCorrelation Trading File: Download Thomas_Sottile_Thesis_Final.pdf Thesis Supervisors: David Haushalter, Thesis SupervisorBrian Spangler Davis, Thesis Honors Advisor
