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Master'and'Bachelor'Thesis'Topic' Proposals! PDF

11 Pages·2015·English
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by ['dxc12670']| 2015| 11 pages| English

About Master'and'Bachelor'Thesis'Topic' Proposals!

This document provides information about potential thesis topics and supervisors for master's and bachelor's theses in the Department of Banking and Finance at the University of Zurich. It lists four professors and their research interests who are available to supervise theses. It then describes six potential thesis topics, providing brief descriptions and relevant references for each. The topics cover areas such as option pricing using chaos expansion, modeling ambiguity, asset allocation incorporating higher moments and regime switching, implied volatility surface calibration using high-frequency data, early exercise premium decomposition for American options, and calibration techniques in option pricing models. Guidelines for thesis expectations and resources for finding additional topics are also provided.

Detailed Information

Author:['dxc12670']
Publication Year:2015
Pages:11
Language:English
Format:PDF
Price:FREE
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