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PhD Thesis

From Finance Discipline Group, UTS Business School, University of Technology, Sydney
PO Box 123, Broadway, NSW 2007, Australia.
Contact information at EDIRC.

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A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions Downloads
Christina Nikitopoulos-Sklibosios
A Consistent Approach to Modelling the Interest Rate Market Anomalies Post the Global Financial Crisis Downloads
Yang Chang
Animal Spirits and Financial Instability - A Disequilibrium Macroeconomic Perspective Downloads
Tianhao Zhi
Asset Price Dynamics with Heterogeneous Beliefs and Time Delays Downloads
Kai Li
Asset Pricing Under Ambiguity and Heterogeneity Downloads
Qi Nan Zhai
Bankruptcy Probability: A Theoretical and Empirical Examination Downloads
Maurice Peat
Commodity Derivative Pricing Under the Benchmark Approach Downloads
Ke Du
Corporate Behaviour and Market Integration: Evidence from the Asia-Pacific Real Estate Market Downloads
Guojie Ma
Corporate Credit Rating Announcements: Information Content of Rating Announcements Models: Evidence from the Australian Financial Markets Downloads
Chamroeun Sok
Credit Risk Modelling in Markovian HJM Term Structure Class of Models with Stochastic Volatility Downloads
Samuel Chege Maina
Essays in Market Microstructure and Investor Trading Downloads
Danny Lo
Exchange Initiatives and Market Efficiency: Evidence from the Australian Securities Exchange Downloads
Jagjeev Dosanjh
Exchange Rate Forecasts and Stochastic Trend Breaks Downloads
David O'Toole
Financial Exclusion and Australian Domestic General Insurance: The Impact of Financial Services Reforms Downloads
Hugh Morris
Inference and Intraday Analysis of Diversified World Stock Indices Downloads
Leah Kelly
Liquidity and Efficiency During Unusual Market Conditions: An Analysis of Short Selling Restrictions and Expiration-Day Procedures on the London Stock Exchange Downloads
Matthew Clifton
Modeling Diversified Equity Indices Downloads
Renata Rendek
Modelling Default Correlations in a Two-Firm Model with Dynamic Leverage Ratios Downloads
Ming Xi Huang
Numerical Solution of Stochastic Differential Equations with Jumps in Finance Downloads
Nicola Bruti-Liberati
Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs Downloads
Lei Shi
Portfolio Credit Risk Modelling and CDO Pricing - Analytics and Implied Trees from CDO Tranches Downloads
Tao Peng
Price Discovery in US and Australian Stock and Options Markets Downloads
Vinay Patel
Price Discovery, Investor Distraction and Analyst Recommendations Under Continuous Disclosure Requirements in Australia Downloads
Leonardo Fernandez
Pricing American Options Using Fourier Analysis Downloads
Andrew Ziogas
Pricing of Contingent Claims Under the Real-World Measure Downloads
Shane Miller
Pricing Swaptions and Credit Default Swaptions in the Quadratic Gaussian Factor Model Downloads
Samson Assefa
RAROC-Based Contingent Claim Valuation Downloads
Wayne King Ming Chan
Regression and Convex Switching System Methods for Stochastic Control Problems with Applications to Multiple-Exercise Options Downloads
Nicholas Andrew Yap Swee Guan
Repeated Dividend Increases: A Collection of Four Essays Downloads
Scott Walker
Stock Message Board Recommendations and Share Trading Activity Downloads
Kiran Thapa
Strict Local Martingales in Continuous Financial Market Models Downloads
Hardy Hulley
The Effects of Contagion During the Global Financial Crisis in Government-Regulated and Sponsored Assets in Emerging Markets Downloads
Edgardo Cayón
The Evaluation of Early Exercise Exotic Options Downloads
Jonathan Ziveyi
The Impact of Institutional Ownership: A Study of the Australian Equity Market Downloads
Danny Yeung
The Impact of Mandatory Savings on Life Cycle Consumption and Portfolio Choice Downloads
Wei-Ting Pan
The Microstructure of Trading Processes on the Singapore Exchange Downloads
Murphy Jun Jie Lee
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