MISI Projects
The MS in MISI requires a final MISI project. Below is a list of completed MISI projects including the graduate student's name, the year and title of the project, and the advisor for the project.
- Jilong Han (May 2008)
- A Study of Similarity Search in Time-Series Databases (Robert Grossman, advisor)
- Yan Jing (July 2007)
- Study of the Dynamics of Implied Volatility Surfaces
- Xin Wang (April 2007)
- Replicating and Hedging Variance Swaps (Charles Tier, advisor)
- Xun Luo (January 2007)
- Study of Fundamental Analysis for Crude Oil Futures Prices (Stanley Pliska, advisor)
- Jianhong Zhou (April 2006)
- Implementations of the Black-Derman-Toy Model (Charles Tier, advisor)
- Yong Mao (November 2005)
- Study of Macroeconomic Announcement Influenceson Market Volatility (Stanley Pliska, advisor)
- Shu Gu (June 2005)
- Optimal Capital Structure (Stanley Pliska, advisor)
- Rajmonda Sulo (April 2005)
- DaVis: A Tool for Visualizing Data Quality (Robert Grossman, advisor)
- Yuanyuan Jia (February 2005)
- Using Hull-White Interest Rate Trees (Charles Tier, advisor)
- Hong Huang (April 2003)
- Delta Hedging and Stock Trading Strategy (Stephen Yau, advisor)
- Shelley Tiwari (April 2003)
- Applications of Nash Equilibria (Jan Verschelde, advisor)