Theses
Here below are all dissertations (level 4) and licentiate theses (level 3) in Analytical Finance listed, together with a selection of Master theses (level 2) and Bachelor theses (level 1). The list so far is not complete, and will be extended later.
Level 4 – Dissertations
Thesis 3:
Weak Convergence of First-Rare-Event Times for Semi-Markov Processes
Author: Myroslav Drozdenko
Published: Mälardalen University Dissertations, no. 49 (2007) 34 pages, ISBN 91-85485-00-4.
Remark: The (full) thesis consists of a summary of 34 pages together with five (5) papers adding up to a total of 159 pages.
Thesis 2:
Semi-Markov Models for Insurance and Option Rewards
Author: Fredrik Stenberg
Published: Mälardalen University Dissertations, no. 38 (2007) 33 pages, ISBN 91-85485-00-4.
Remark: The (full) thesis consists of a summary of 33 pages together with six (6) papers adding up to a total of 171 pages.
Thesis 1:
Optimal stopping domains and reward functions for discrete time american type options
Author: Henrik Jönsson
Published: Mälardalen University Dissertations, no. 22 (2005) 63 pages, ISBN 91-85485-00-4.
Remark: The (full) thesis consists of a summary of 63 pages together with five (5) papers adding up to a total of 156 pages.
Level 3 – Licentiate Theses
Structural studies of optimal stopping domains for american type call options
Author: Henrik Jönsson
Published: Mälardalen University Licentiate Theses, no. 22 (2004) 42 pages, ISBN 91-88834-31-X.
Remark: The (full) thesis consists of a summary of 42 pages together with three (3) papers adding up to a total of 81 pages.
Level 2 – Master Theses
Level 1 – Bachelor Theses
