Dean
Researcher interests: Financial modeling; contingent claims analysis. Valuation of complex securities. Behavioral finance; risk management; value-at-risk. Financial engineering with application to corporate finance and decision making.
FACULTY / SCHOOL: School of Business Administration
DEPARTMENT: Finance and Banking
Selected Publications
world scientific reference on contingent claims analysis in corporate finance volume 1 foundations of cca and equity valuation (2019)|
World Scientific Reference on Contingent Claims Analysis in Corporate Finance|
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world scientific reference on contingent claims analysis in corporate finance volume 4 contingent claims approach for banks and sovereign debt (2019)|
World Scientific Reference on Contingent Claims Analysis in Corporate Finance|
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world scientific reference on contingent claims analysis in corporate finance volume 3 empirical testing and applications of cca (2019)|
World Scientific Reference on Contingent Claims Analysis in Corporate Finance|
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on the failure of mutual fund industry regulation (2019)|
Emerging Markets Review|
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world scientific reference on contingent claims analysis in corporate finance volume 2 corporate debt valuation with cca (2019)|
World Scientific Reference on Contingent Claims Analysis in Corporate Finance|
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the exclamation mark of cain risk salience and mutual fund flows (2019)|
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dividend policy relevance in a levered firm the binomial case (2018)|
Economics Letters|
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duration and globalization (2018)|
The Journal of Fixed Income|
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contingency approaches to corporate finance a world scientific reference in 4 volumes (2017)|
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how do homeowners choose between fixed and adjustable rate mortgages (2016)|
Quarterly Journal of Finance|
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