ProQuest Subject Index - Finance at UNIVERSITY OF CALIFORNIA SANTA BARBARA

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You are viewing titles for UNIVERSITY OF CALIFORNIA SANTA BARBARA in the Finance available through the UMI Dissertations & Thesis Gradwoorks site

Essays in financial economics	General equilibrium analysis and simulation of Chinese social security system in an overlapping generation model

Essays in finance and macroeconomics	Three essays on asset pricing

Pricing tranches of a CDO and a CDS index	Essays in finance

On the informational role of prices in financial markets	Essays on intellectual property and investment

Interacting particle systems for pricing credit derivatives	Essays in financial economics

Calibrating market and asset returns from stochastic volatility skew effects	Essays on the economics of equity trading

Arbitrage and Stochastic Portfolio Theory in Stochastic Dimension	Implications of Credit Market Imperfections on Firm Dynamics, Business Cycles and International Trade

Mixture Tests with contributions to the analysis of times between events in a limit order book	Asymptotic Behavior of Worst Case Scenario Prices in Uncertain Volatility Models