eTD Explore

Start Over Keyword Bond premia prediction Author Last Name Ni

1. THREE ESSAYS ON QUANTITATIVE FINANCE

open_access

Open Access

Author:: Ni, Jun
Title:: THREE ESSAYS ON QUANTITATIVE FINANCE
Graduate Program:: Mathematics
Keywords:: VIX modeling
Bond premia prediction
Asset allocation
File:: Download Thesis.pdf
Committee Members:: Jingzhi Huang, Dissertation Advisor/Co-Advisor
Jingzhi Huang, Committee Chair/Co-Chair
Anna L Mazzucato, Committee Member
Xiantao Li, Committee Member
Runze Li, Outside Member