Organized By Discipline
Amy O'Sullivan '22
MAJOR: MATHEMATICS & ECONOMICS
FACULTY SPONSOR: PROFESOR JESSE JOHNSON, MATHEMATICS
Mathematics of Pricing Models
During the past four years at Westfield State, I have taken a variety of classes in Mathematics, Economics, and Finance. For my research, I used knowledge from all three disciplines to convey pricing models from a mathematical and financial perspective. The purpose of my research is to mathematically determine how pricing models are built by looking at efficient frontiers, beta estimation, components of the different models. I then built the Fama-French 3 Factor model and tested the accuracy of the model by predicting the return of stocks and comparing it to its actual returns.