Academic Unit: Industrial Engineering and Operations Research / Date Published: 2011 | Search Results | Academic Commons

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1. Accounting for Risk Aversion in Derivatives Purchase Timing

: Leung, Siu Tang; Ludkovski, Mike
: 2011
: Articles
: FinanceEconomics

2. Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity and Applications

: Ma, Shiqian
: 2011
: Theses
: Operations researchMathematical optimization

3. Efficient Simulation Methods for Estimating Risk Measures

: Du, Yiping
: 2011
: Theses
: Operations researchMonte Carlo methodSimulation methodsRisk assessment

4. First Order Methods for Large-Scale Sparse Optimization

: Aybat, Necdet Serhat
: 2011
: Theses
: Operations researchMathematics

5. Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions

: Liu, Yunan
: 2011
: Theses
: Operations researchStochastic modelsQueuing theoryConsumer satisfactionCustomer services--EvaluationHospital patientsConsumer behavior--Mathematical models

6. Quantitative Modeling of Credit Derivatives

: Kan, Yu Hang
: 2011
: Theses
: FinanceMathematicsCredit derivativesHedging (Finance)--Mathematical models

7. Risk Premia and Optimal Liquidation of Defaultable Securities

: Leung, Siu Tang; Liu, Peng
: 2011
: Articles
: FinanceEconomics