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