Alexandria Digital Research Library

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  1. Stochastic flocking and its application to systemic risk with jumps

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Chiu, Yi-Tai
    Creation Date:
    2015
    Issued Date:
    2015

  2. Stochastic Conditional Distribution Models with Applications in Finance

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Serup, Jacob Lundbeck
    Creation Date:
    2015
    Issued Date:
    2015

  3. Systemic Risk Illustrated

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Sun, Li-Hsien
    Creation Date:
    2014
    Issued Date:
    2014

  4. Investigating optimal investment problems for portfolios of cointegrated assets, with transaction costs

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Hancock, Matthew D.
    Creation Date:
    2014
    Issued Date:
    2014

  5. Topics on functional Ito calculus and multiscale stochastic volatility modeling

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Fahham Saporito, Yuri
    Creation Date:
    2014
    Issued Date:
    2014

  6. Asymptotic Behavior of Worst Case Scenario Prices in Uncertain Volatility Models

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Ren, Bin
    Creation Date:
    2013
    Issued Date:
    2013

  7. Diversification, Systemic Default and Regulation

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Gao, Chunkai
    Creation Date:
    2013
    Issued Date:
    2013

  8. Rebalancing Portfolios under Transaction Costs

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Sau, Raj
    Creation Date:
    2012
    Issued Date:
    2012