Alexandria Digital Research Library

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  1. Systemic Risk Illustrated

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

  2. 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

  3. Extreme businessmen : representations of contemporary corporate life

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Aksoy, Can
    Creation Date:
    2014
    Issued Date:
    2014

  4. 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

  5. Three essays on mortgage default

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Singhania, Hrishikesh
    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. Mixture Tests with contributions to the analysis of times between events in a limit order book

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Kulikova, Varvara Gennadyevna
    Creation Date:
    2013
    Issued Date:
    2013

  8. Diversification, Systemic Default and Regulation

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

  9. European Option Pricing in Illiquid Markets

    Format:
    Text
    Collection:
    UCSB electronic theses and dissertations
    Author:
    Shen, Qunying
    Creation Date:
    2012
    Issued Date:
    2012