Thesis Defenses

Thursday September 1, 2016, 10:00am - 12:00pm, George Vari Engineering and Computing Centre Rm. ENG 210
Andrew Fleck
Title: Option pricing using non-probabalistic hedging

Thursday September 1, 2016, 1:00pm - 3:00pm, George Vari Engineering and Computing Centre Rm. ENG 210
Nolan Nicholls
Title: Volatility Arbitrage with Illiquid Clamis and non-probmodels

Thursday September 1, 2016, 4:00pm - 6:00pm, George Vari Engineering and Computing Centre Rm. ENG 210
Atousa Assadihaghi
Title: Pricing and risk management under Markov switching models

Wednesday September 7, 2016, 1:00pm - 3:00pm, George Vari Engineering and Computing Centre Rm. ENG 210
Shivani Sharma
Title: Pricing Spark Options in Electricity Markets