1. Quantitative Modeling of Credit Derivatives Kan, Yu Hang 2011 Theses FinanceMathematicsCredit derivativesHedging (Finance)--Mathematical models
2. Contingent Capital: Valuation and Risk Implications Under Alternative Conversion Mechanisms Nouri, Behzad 2012 Theses FinanceOperations research
3. Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error Xu, Xingbo 2013 Theses Operations researchFinanceMathematics
4. Stochastic Models of Limit Order Markets Kukanov, Arseniy 2013 Theses Operations researchFinanceStatistics
5. From Continuous to Discrete: Studies on Continuity Corrections and Monte Carlo Simulation with Applications to Barrier Options and American Options Cao, Menghui 2014 Theses Operations researchFinance
6. High-Dimensional Portfolio Management: Taxes, Execution and Information Relaxations Wang, Chun 2014 Theses Operations researchFinance
7. Pricing, Trading and Clearing of Defaultable Claims Subject to Counterparty Risk Kim, Jinbeom 2014 Theses Operations researchFinance
8. Methods for Pricing Pre-Earnings Equity Options and Leveraged ETF Options Santoli, Marco 2015 Theses FinanceOperations research
9. Optimal Multiple Stopping Approach to Mean Reversion Trading Li, Xin 2015 Theses Operations researchFinance
10. Stochastic Networks: Modeling, Simulation Design and Risk Control Li, Juan 2015 Theses Operations researchEngineeringFinance