Game Theory and Option Pricing

Your proposal should explain precisely what you will study, and how you will go about your research. Of course, plans may change over time, so what you write in the proposal is not binding. Typically, proposals should be approximately 3 pages long. Proposals are not merely choice-of-topic forms. They will vary depending on the topic chosen, but unless your supervisor suggests otherwise, your proposal should cover these topics:

-What is the dissertation about? ] Statement of

-Why is this topic worth studying? ] research problem

-What question or (few) questions are you answering? ]Research question / objectives

-What are your and othersí theories about whatís going on? (Be specific and cite relevant literature). ] Explanations

-Which theory is appropriate, and how am I using it? ]Formulate hypotheses

-What information do you need to collect, and where will you get the information? ] List of variables and data sources

-How will you analyze the data? What approach will you take for any theoretical work / modelling? ] Research methodology

-Timeline or timetable for your project

Write a preliminary list of the sections in the final dissertation. Consult some articles (see ìThe Final Dissertationî above) before doing this. Remember, these are section headings, not chapter titles. ] Organize

What are critics of your dissertation likely to say? How can you address the main criticisms from the start? ] Tighten argument

Do you have any special concerns? Goals? Needs? If so, include them in your proposal to discuss with your supervisor. ] Specifics

In essence the Dissertation Proposal should set out:

Statement of research problem, question and motivation

Research Objectives

Hypotheses and Methodology

Available data source ñ list of variables

Econometric strategy

Contents page

Key References in Literature

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