1. Risk, Ambiguity, and Anomalies in the Fixed Income Market Open Access Author: Shi, Zhan Title: Risk, Ambiguity, and Anomalies in the Fixed Income Market Graduate Program: Business Administration Keywords: Knightian uncertaintyasset pricingequity premiumterm premiumcredit spreads File: Download ZhanShi_Dissertation_v2.pdf Committee Members: Jingzhi Huang, Dissertation Advisor/Co-AdvisorJingzhi Huang, Committee Chair/Co-ChairHeber Farnsworth, Committee MemberJoel Matthew Vanden, Committee MemberJared Williams, Committee MemberRunze Li, Committee Member
2. Bayesian nonparametric approaches for financial option pricing Open Access Author: Teng, Huei-Wen Title: Bayesian nonparametric approaches for financial option pricing Graduate Program: Statistics Keywords: the Greeksasset pricingrisk managementfinancial optionsnonparametric methodsMarkov chain Monte Carlo simulationmodelingBayesian analysisthe state price density File: Download Wen-Dissertation.pdf Committee Members: John Liechty, Committee Chair/Co-ChairJingzhi (Jay) Huang, Committee MemberMurali Haran, Committee MemberZhibiao Zhao, Committee Member
