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Master's Research topics

  • The S&P 500 P/E Ratio
  • Regime Switching in Option Pricing: Estimation and Persistence of Market Volatility
  • Estimation of One-factor Affine Models with Flexible Price of Risk
  • Estimation of Two-factor Affine Models to the Mexican Bonds Market
  • An Examination of Chinese Companies with A-H Share Price Differentials
  • A Model for Natural Gas Storage Optionality
  • Econometrics of Exchange-Traded Funds
  • Hedge Funds Involvement in Economic Crisis
  • Three Algorithms for American Options
  • Identification and Significance of Momentum in Sovereign and Sub-sovereign Debt
  • The Economics of U.S. Horse Racing Markets and an Empirical Analysis of the Gray Horse Bias
  • 2007 Chinese Stock Market Crash and Non-tradable Share Release
  • Optimal Replication of S&P 500 Index
  • Central Banking during the Credit Crisis: A Comparative Analysis between the ECB and the Fed
  • Do Industries Lead Stock Markets in Smaller Countries?
  • Pricing of Emission Certificates under Cap and Trade Schemes with CDM
  • Market versus Statutory Approach to Sovereign Debt Restructuring
  • Maximum Likelihood Estimation of Jump-Diffusion Model
  • Pricing the Risk of Private Equity Fund Commitments
  • Measuring the Risk of Private Equity Fund Commitments
  • An Empirical Study of Liquidity Effects in Equity Options Markets
  • Analyses of the Efficiency of the Hong Kong Equity Markets
  • How Can We Formulate and Convey the Value of Healthcare Link (Account Receivables Product) to Clients?
  • Performance Matters: A Study about the Brazilian Fund's Industry
  • A Simple Model of Emerging Markets Sovereign Bond Trading
  • Rational Versus Adaptive Expectations in Present Value Models Applied to U.S. Interest Rates
  • Reviewing Monetary Policy
  • Modeling Asian Spread Options
  • Variance and Volatility Swaps: A Review of Popular Methodologies
  • Building AMCs with Chinese Characteristics: Application of the RTC Model on NPLs in China
  • Opening up Microfinance to Global Capital Markets: Securitization of Microfinance Loans
  • The Empirical Research on the Abnormal Returns of Initial Dividend Announcement in China
  • A Comparison of Winning Premiums Paid for Companies in Management and Other Buyouts
  • An Econmic Explanation to Implied Volatility Smile
  • The Pricing of Barrier Options
  • Seasonal Component in Temperature Time Series
  • Time Series and Weather Derivatives
  • The Price Impact of Credit Rating Announcements on Credit Default Swap Markets
  • An Empirical Study on the Performance of ETFs in China
  • The Spinoff Puzzle and the Carveout Puzzle: a Survey and a Contribution
  • The Effect of Monetary Policy on Bank Lending in China: Evidence from Banks' Balance Sheets
  • Risk Ratings of Middle Market Loan Exposure
  • Pharmaceutical Firm Research and the Property Rights Framework
  • Glamour versus Growth: the Asian Evidence
  • The Myth of Usury