1. Innovative derivative pricing and time series simulation techniques via machine and deep learning Fu, Weilong 2022 Theses Operations researchMathematicsFinanceDerivative securities--Prices--Mathematical modelsDeep learning (Machine learning)Neural networks (Computer science)--Industrial applications
2. Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading Ward, Brian Michael 2017 Theses Operations researchMathematicsFinanceFinancial engineering
3. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error Xu, Xingbo 2013 Theses Operations researchFinanceMathematics
4. Quantitative Modeling of Credit Derivatives Kan, Yu Hang 2011 Theses FinanceMathematicsCredit derivativesHedging (Finance)--Mathematical models