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Author:

Mandel, Mark Ross

Title:

The 'Immorality Premium' and the Relative Undervaluation of Sin Stocks

Area of Honors:

Finance

Keywords:

Sin
stocks
immorality
premium
risk-adjusted return
finance
s&p500
security market line
model
capital
asset
pricing

File:

Download The_Immorality_Premium_and_the_Relative_Undervaluation_of_Sin_Stocks_FINAL.pdf

Thesis Supervisors:

Orie Edwin Barron, Thesis Supervisor
Quanwei Cao, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor

Author:

Peterson, Dale Robert

Title:

A Comparison of Options Models in Times of Rising Market Volatility

Area of Honors:

Finance

Keywords:

options
black-scholes
binomial tree
monte carlo
finance
volatility
pricing
value

File:

Download Peterson_Dale_Thesis.pdf

Thesis Supervisors:

Timothy T Simin, Thesis Supervisor
Dr. Brian Spangler Davis, Thesis Honors Advisor
Dr. Joseph Randall Woolridge, Faculty Reader