Honours thesis topics in finance

If you are interested in doing an honours thesis on any of these topics then you should contact the appropriate academic as listed below.

Nadima El-Hassan

1. The Use of Monte Carlo simulation for the Pricing of Exotic Derivatives. (Student needs to be proficient in an advanced programming language).
2. Tracking of Bond Indices.

Nahid Rahman

1. The role of the Board and the ownership structure of the firm in controlling the agency cost of equity.
2. The market reaction to corporate events across firms

Erik Schlogl

1. The risk management of minimum return guarantees for hedge funds
2. Hedging interest rate options under model uncertainty
3. Synthetic CDOs (Collateralised Debt Obligations)

Tony He

1. The financial market dynamics of technical and fundamental trading rules
2. Bounded rationality, learning and behaviour finance

Gordon Menzies

1. Measuring the cost of reform effort within developing countries.

Ron Bird

1. Modeling sector performance within the Australian equity market.
2. Alternative explanations for price momentum
3. Do equity analysts follow or lead the market?
4. The value/momentum cycle in Australia

Eckhard Platen

1. Construction and analysis of market indices