Indicative Content: The choice of dissertation/project topics from a list provided by the department will be made by each student after consultation with the supervisor. Possible dissertation topics include but are not limited to the following:
Risk-Free and Risky Asset Models (term structure and advanced interest rate models, for example, Vasicek model, Hull-White model, Cox-Ingersoll-Ross model, Heath-Jarrow-Morton model, Markov chain model , portfolios of bonds an immunisation techniques, advanced mathematical models of stock prices);
Risk and Portfolio Management (market efficiency, efficient frontier, constrained portfolios)
Derivative Financial Instruments (Forwards and Futures, European and American options, valuation and replication strategies, Cox-Ross-Rubinstein and Black-Scholes pricing formulae and their generalisations (transaction costs, incomplete markets, markets with friction), exotic options, 2nd generation options, exchanges rate and index options, application of control theory in option pricing, numerical methods)
Optimisation Techniques (maximisation of utility, cost minimising, models involving consumption, linear programming, the simplex method, non-linear programming, Kuhn-Tucker theorem, application to option pricing in incomplete markets).
You can brainstorm possible dissertation topics by using broad subjects to help you start. You can exchange ideas with colleagues or find other papers written by previous students for inspiration. Your guidelines will also help you find something you can write about that will make the research and writing process easier for you.
Possible Dissertation Topics Business Management
The mysteries of the universe both excite and frighten us. With the rapid introduction of new technology in the world, we now have the capability to reach further into space than ever before. Below we have made a list of some possible dissertation topics for the budding Astrophysicist.