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Thesis Announcements

FINAL PUBLIC ORAL EXAMINATION FOR THE DEGREE OF DOCTOR OF PHILOSOPHY

Yuhui Ouyang
Carnegie Mellon University

Title: Numerical Approximation of Valuation Equations Incorporating Stochastic Volatility Models

Date: Thursday, February 27, 2014
Time: 10:00 am

Location: Wean Hall 8220

Examiners: Professor Roy Nicolaides (Committee Chair)
Professor Steven Shreve
Professor Shlomo Ta'asan
Professor John Chadam (Univ. of Pittsburgh)