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Table of Contents:

Chapter 1: Introduction
1.1 Background of the Study
1.2 Statement of the Problem
1.3 Objectives of the Study
1.4 Significance of the Study
1.5 Limitations of the Study
1.6 Scope of the Study

Chapter 2: Literature Review
2.1 Review of Arbitrage Pricing Theory
2.2 Review of Option Pricing Models
2.3 Critique of Existing Literature
2.4 Theoretical Framework

Chapter 3: Research Methodology
3.1 Research Design
3.2 Data Collection Methods
3.3 Data Analysis Techniques
3.4 Sampling Procedures
3.5 Research Limitations

Chapter 4: Discussion of Findings
4.1 Analysis of Arbitrage Pricing Theory
4.2 Evaluation of Option Pricing Models
4.3 Comparison of Different Models
4.4 Implications of Findings

Chapter 5: Conclusion and Summary
5.1 Summary of Findings
5.2 Conclusions
5.3 Recommendations for Future Research
5.4 Contributions to the Field

Brief Overview on Thesis: Mathematical Finance: Arbitrage Pricing Theory and Option Pricing Models

The thesis on Mathematical Finance explores the concepts of arbitrage pricing theory and option pricing models in the field of finance. The study aims to analyze the theoretical frameworks of these pricing techniques and compare their effectiveness in predicting financial markets.

Chapter one provides an introduction to the study, outlining the background, objectives, limitations, and scope of the research. Chapter two delves into a comprehensive literature review of the arbitrage pricing theory and various option pricing models, providing a critical analysis of existing literature and forming the theoretical framework for the study.

In chapter three, the research methodology is detailed, including the research design, data collection methods, analysis techniques, and sampling procedures. The limitations of the study are also discussed to provide transparency in the research process.

Chapter four presents the discussion of findings, analyzing the effectiveness of arbitrage pricing theory and option pricing models in predicting financial markets. The implications of these findings are discussed, highlighting the strengths and weaknesses of different pricing models.

Finally, chapter five presents the conclusion and summary of the study, summarizing the findings, drawing conclusions, providing recommendations for future research, and discussing the contributions of the study to the field of mathematical finance.

Overall, the thesis on Mathematical Finance provides a comprehensive analysis of arbitrage pricing theory and option pricing models, contributing to the understanding of financial markets and providing valuable insights for future research in the field.

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