The past has learned that stock prices tend to move together. Moreover, at moments of high market fear, this co-movement is…

Given a financial market environment, an agent aims to solve her optimal investment strategy. This project is a continuation of…

This project solves the European-type basket option pricing problem. Finding analytical solutions or stable numerical schemes for the corresponding high-dimensional…

Cyber risk refers to the potential losses that a firm might suffer due to a failure of its information system.…