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The mathematical analysis of complex financial derivatives
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The pricing of interest rate derivative securities
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Pricing options involving foreign currency and cross-currency
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Essays On The Interaction Between Financial And Real Sectors
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Futures markets and production decisions
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Two essays on the valuation of options: A martingale analysis
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Parameter change in conditional variance with applications in Asian foreign exchange markets
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Optimal managerial incentive contracts
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Wealth transfers resulting from a swap of debts based on the debt-equity-ratio
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Experimental investigation of soot nucleation and growth in premixed flat flames
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Deformation behavior and microstructural evolution of nanocrystalline aluminum alloys and composites
Macroeconomic conditions, systematic risk factors, and the time series dynamics of commercial mortgage credit risk
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all_in_one_diss_10_27_11_v2.dvi
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Growth control and design principles of self-assembled quantum dot multiple layer structures for photodetector applications
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The next generation of power-system operations: modeling and optimization innovations to mitigate renewable uncertainty
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Monetary policy and the term structure of interest rates
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Optimal decisions under recursive utility
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Investigation of various factors behind non-deaccummulation of housing and wealth with aging
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Designing an optimal software intensive system acquisition: a game theoretic approach
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Programming the apocalypse: recombinant narrative in cyberspace
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The term structure of CAPM alphas and betas
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Pdf
Forward-backward stochastic differential equations with discontinuous coefficient and regime switching term structure model
Development of a thermal desorption chemical ionization mobility mass spectrometer for the speciation of ultrafine aerosols
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Essays in international economics
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A hierarchical physiologically-based pharmacokinetic modeling platform for genetic and exposure effects in metabolic pathways
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