MSc Dissertations

The MSc dissertation is a core reflection on how much students could learn from working with an academic staff to answer a research question using their critical thinking and the recent findings established in the field of finance. Through the journey they generate new knowledge for the field and extend the discipline. Here are a list of exemplar dissertation from our excellent MSc students.

S&P 500 Index Returns and Implied Relative Risk Aversion

Argyro Angeli

Cryptocurrency Exchange Arbitrage: an Investigation into Trading Profits and Market Efficiency

Daniel Benson

Sentiment in Asset Pricing: A Meta-Analysis of Sentiment Indices

Louis Burgess

Modelling the Volatility of Cryptocurrencies using Markov-Switching GARCH models, estimated via MCMC

Sharna Challenger

Credit Risk in FinTech Organisations: a Copula Approach for Default Dependency

Matteo Comelli

Risk Metrics of Major Cryptocurrencies

Anthony Ede

Designing a Margin Lending Policy for a Prime Broker

April Iolanthe Emily Gough

Price Discovery in Ether Futures Utilising BitMEX

Hamish Roger Alistair Massie

Testing Explanatory Risk Factors for Cryptocurrency Returns

Pavel Tonev