MSc Mathematical & Computational Finance: sample dissertations
Below are some examples of MSc dissertations from previous years, which received high marks:
- Optimal Strategies from forward versus classical utilities
- Robust Pricing of Derivatives on Realised Variance
- Log Mean-Variance Portfolio Theory and Time Inconsistency
- Multilayer network valuation under bail-in
- Topological Persistence in Market Micro Structure
- Volatility is Rough
- Deep learning approach to hedging (2019 prize for best Master’s Thesis in Quantitative Finance by Natixis Foundation for Research & Innovation.)
- Risk Management with Generative Adversarial Networks.pdf (Won award for best Masters Thesis in Quantitative Finance in Europe in 2020)
- Hawkes Process-Driven Models for Limit Order Book Dynamics.pdf (Won award for best Masters Thesis in Quantitative Finance in Europe in 2021)
- Evaluating Credit Portfolios under IFRS 9 in the UK Economy