Lecture 26
Lecture 26: Final Paper Student Presentations.
Note: The final student presentations are not available to OCW learners
Final Paper Topics
- The Effect of Credit Expansion on Land Prices
- Effects of Presidential Elections on Market Volatility
- Quantitative Methods in Sports Betting: Relative Value Binary Options
- Stochastic Volatility Modeling Using SABR
- A Comparative Analysis of Option Pricing Approaches and Practical Trading Strategies
- Portfolio Investments for NASA Technology Projects
- Methods of Portfolio Weight Allocation: From Mean-Variance Optimization to Black-Litterman Model
- Game Theory in Financial Markets
- Markov Chains and Gambler’s Ruin
- Stochastic Volatility Models: From Black-Scholes to Heston to SABR Models
- Volatility Forecasting with Volatility Surface
- Advancements in Pricing and Trading Strategies Using Artificial Intelligence
- Momentum Effects in Equity Markets: An Empirical Analysis from Monthly to Intra-Day Frequencies
- Interest Rate Modeling
- Assessing the Performance and Volatility of DEI-Focused ETFs: A Comparative Analysis Against Index Funds
- Mathematical Foundations of Pairs Trading
- Predicting Daily Volume of S&P 500 stocks
- Exploring Different Analytical Call Option Pricing Methods for Black-Scholes Model and Jump Diffusion Model
- Cryptocurrency Volatility and Price Dynamics: A Probabilistic Modeling Approach
- A Comparative Study of Black-Scholes and Monte Carlo Methods for Option Pricing
- Predicting Volatility in Options Markets Using LSTM Networks
- How Do Insurance Companies Make Money?
- The Linear Algebra of Principal Component Analysis and its Applications in Finance
- Monte Carlo Simulation for Pricing Simple Options Under Black-Scholes Dynamics and Jump-Diffusion Process
- The Forex Market
- Martingale Theory in Gambling: Returns and Paradoxes
- The Wolf of Wall Street: The Impact of Cinematography on the Stock Market
- The Greeks: Derivations and Implications in Risk Management and Trading
- Extreme Risk in Financial Markets: Modeling Tail Dependencies and Hedging Solutions
- The Pandemic’s Impact on the Housing Market in New York Counties
- Estimating Asset Probability Distributions Using Market Data
- Reinforcement Learning Techniques for Gamma and Vega Hedging
- Volume Prediction
- Sentiments and Option Pricing
