Works made by my students

In the course Analytical Finance I, the students made a work in a group. These works is the published in reports and presented at a seminal. Some of these reports are presented below. They are made between 2003 and 2016.

Analytical Finance I (2003 - 2004)

			Binomial models in Matlab
			Limitations in Black-Sholes model (1)
			Limitations in Black-Sholes model (2)
			Option Adjusted Spread
			Strategies with Options (1)
			Strategies with Options (2)
			Exotic Options
			Calculations with binomial models

Analytical Finance I (2005)

			Exotic options I
			Exotic options II
			Exotic options II
			Strategies with Options
			Strategies with Options
			Poisson processes and jump-diffusion models
			Poisson processes and jump-diffusion models
			Weather derivatives
			Weather derivatives
			Trading at London Metal Exchange
			Trading at London Metal Exchange

Analytical Finance I (2006)

		American Options (BAW)
		Calculations with BAW
		A study of Binomial models
		A study of Binomial models - presentation
		Calculations with Binomial models
		Exotic options
		Asian optiona
		Barriäroptioner
		Digital options
		Hedging
		Hedging
		Black-Scholes and Hopscotch
		Black-Scholes and Hopscotch
		Monte-Carlo simulations
		Monte-Carlo simullations
		Monte-Carlo simulations - 2

Analytical Finance I (2007)

		Binomialmodell and Convergence
		Binomial Model with pegged strike
		Binomial Model with pegged strike
		Monte Carlo
		Monte Carlo
		Implied Volatility
		Implied Volatility

Analytical Finance I (2008)

		Binomial models
		Binomial models
		Binomial models
		Monte Carlo for Asian Baskets
		Monte Carlo for Asian Baskets
		Monte Carlo for Asian Baskets
		Hedging with Options
		Hedging with options
		Lookback Options
		Lookback Options
		Monte Carlo with Matlab
		Monte Carlo with Stochastic Volatility
		Monte Carlo with Stochastic Volatility
		Monte Carlo of European Options
		Monte Carlo of European Options
		European Monte Carlo
		European Monte Carlo
		European Monte Carlo

Analytical Finance I (2009)

		Currans modell
		Hopscotch
		An Asian Basket Multi Digital option
		An Asian Basket Multi Digital option

Analytical Finance I (2010)

		Curran Model for Asian Options
		Barier Options
		Barier Options
		American Options
		American Options
		Black-Sholes PDE
		Black-Sholes PDE (matlab code)
		Curran's Model
		Curran's Model
		Digital Options
		Digital Options
		Exotic Options
		Exotic Options
		Dynamic Hedging
		Dynamic Hedging (matlab code)
		Monte-Carlo with Black-Scholes
		Options On Options
		Options On Options
		Pay Later Options
		Pay Later Options
		Volatility on the Swedish market
		Volatility on the Swedish market
		The problem with Volatility
		The problem with Volatility
		Roll-Geske-Whaley
		RGW (matlab code)

Analytical Finance I (2011)

		Asian Lookback Minimum
		Asian Lookback Minimum
		Asian Lookback Minimum (matlab code)
		Barrier Option Valuation with Binomial Model
		Barrier Option Valuation with Binomial Model
		Barrier Option Valuation with Binomial Model (matlab code)
		Bermudan Options with the Binomial Model
		Bermudan Options with the Binomial Model
		Bermudan Options with the Binomial Model (matlab code)
		Hedging with Black-Scholes
		Hedging with Black-Scholes
		Hedging with Black-Scholes
		Barrier Options
		Barrier Options
		Problem with Volatility
		Problem with Volatility
		Monte-Carlo simulation with Black-Scholes
		Monte-Carlo simulation with Black-Scholes
		Pay Later Options
		Pay Later Options

Analytical Finance I (2012)

		Valuation of Asian Options
		Valuation of Asian Options
		Valuation of Asian Options (matlab code)
		Asset-or-Nothing Digitals
		Asset-or-Nothing Digitals
		Asset-or-Nothing Digitals
		Bermudan Option Pricing
		Bermudan Option Pricing (matlab code)
		European and American Options
		European and American Options
		European and American Options
		Exotic Options
		Exotic Options
		Exotic Options
		Strategies with Options
		Strategies with Options
		Strategies with Options (matlab code)
		Strategies with Options Instructions
		Strategies with Options #2
		Strategies with Options #2
		Volatility Surface
		Volatility Surface
		Volatility Surface

Analytical Finance I (2013)

		Monte-Carlo application for Value-at-Risk on a portfolio of Options, Futures and Equities
		MC application for VaR on a portfolio
		MC VaR application
		MC VaR-2 application
		THE BLACK-SCHOLES MODEL When the underlying pays dividends
		Option Pricing With Dividends
		Barrier Option Pricing
		Barrier Option Pricing
		CCR vs. Black-Scholes with dividends
		CCR vs. Black-Scholes with dividends
		CCR vs. Black-Scholes with dividends
		Bose Vandermark (Lehman) Method
		Bose Vandermark (Lehman) Method
		Black-Scholes formula with dividends
		Black-Scholes formula with dividends
		MC VaR on Portfolios
		MC VaR on Portfolios
		MC VaR on Portfolios

Analytical Finance I (2014)

		How Black-Scholes converge to the hockey stick, made in Python.
		How the B-S converge to the hockey stick, the Python code.
		A Black-Scholes implementation in Python.
		Black Scholes Call Option in Python.
		Black Scholes Put Option in Python.
		A Binomial implementation in Python.
		A Binomial implementation in Python, the code.
		A Monte-Carlo similation in Python.
		A Monte-Carlo similation in Python presentation.
		A Monte-Carlo similation in Python code.
		Pricing Barrier options with Python.

Analytical Finance I (2015)

		Monte Carlo Simulation in Python and Excel.
		Monte Carlo Simulation in Python code.
		Monte Carlo Simulation in Python and Excel.
		CRR and American Options.
		CRR and American Options, Python code.
		Black-Scholes converge in Python.
		Black Scholes converge in Python code.
		Implementing the Black-Scholes in Python.
		Implementing the Black-Scholes in Python code.
		Pricing Barrier options using Python.
		Pricing Barrier options using Python code.

Analytical Finance I (2016)

		A Monte-Carlo calculation for Barrier options in Python.
		A Monte-Carlo calculation for Barrier options in Python.
		Pricing Barrier Options Using Monte Carlo.
		Pricing Barrier Options Using Monte Carlo.
		Pricing Barrier Options Using Monte Carlo.
		Hedging and rebalancing options in a binomial tree.
		Hedging and rebalancing options in a binomial tree.
		Hedging and rebalancing options in a binomial tree.
		Monte-Carlo Simulation for American Options.
		Monte-Carlo Simulation for American Options.
		Optimal stopping time for American options.
		Optimal stopping time for American options.