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- 1Bermudan Options
- 1Credit Risk
- 1Defaultable Markets
- 1Efficient Hedging
- 1Equity Linked Life Insurance Contracts
- 1Imperfect Hedging
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Fall 2016
In this thesis, we study the impact of random times to model and manage unpredictable risk events in the financial models. First, as a generalization of the classical Neyman-Pearson lemma, we show how to minimize the probabil- ity of type-II-error when the null hypothesis, alternative and the...
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