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Title: Computing value-at-risk and expected shortfall in operational risk
Author(s): Ryerson University (Degree granting institution), Bakassa-Traore, Desire Issiaka (Author), Olivares, Pablo (Degree supervisor)
Subject(s): Risk management -- Mathematical models, Operational risk, Value -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science

Title: Hedging and pricing in non-probabliistic models with transaction costs
Date: 2011
Author(s): Ryerson University (Degree granting institution), Rahsepar, Massoome (Author)
Subject(s): Options (Finance) -- Prices -- Mathematical models, Hedging (Finance) -- Mathematical models, Arbitrage -- Mathematical models, Options (Finance) -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science

Title: Film flow with temperature dependent fluid properties over heated inclined surfaces
Date: 2011
Author(s): Gonputh, Neil Edward (Author), Pascal, Jean-Paul (Thesis advisor), Ryerson University (Degree granting institution)
Subject(s): Fluid dynamics -- Mathematical models, Thin films -- Mathematical models, Liquid films -- Mathematical models, Heat -- Transmission -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science

Title: Analysis of the dependence structure for time series of hedge funds returns
Date: 2011
Author(s): Zhu, He (Author), Escobar, Marcos (Thesis advisor), Ferrando, Sebastian (Thesis advisor), Ryerson University (Degree granting institution)
Subject(s): Hedge funds -- Mathematical models, Time-series analysis -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science

Title: The method of images in the pricing of barrier derivatives in three dimensions
Date: 2011
Author(s): Wen, Xianzhang (Author), Escobar, Marcos (Thesis advisor), Ferrando, Sebastian (Thesis advisor), Ryerson University (Degree granting institution)
Subject(s): Finance -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science

Title: Pricing spread options under Levy jump-diffusion models
Date: 2011
Author(s): Cane, Matthew (Author), Olivares, Pablo (Thesis advisor), Escobar, Marcos (Thesis advisor), Ryerson University (Degree granting institution)
Subject(s): Options (Finance) -- Mathematical models, Options (Finance) -- Prices -- Mathematical models, Lévy processes, Finance -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science

Title: Combinatorial Constructions Of Ordered Orthogonal Arrays & Ordered Covering Arrays
Date: 2011
Author(s): Krikorian, Tamar (Author), Ryerson University (Degree granting institution)
Subject(s): Orthogonal arrays, Combinatorial analysis, Magic squares
Program: Applied Mathematics
Degree: Master of Science

Title: Hedging and Pricing in Non-probabilistic Models with Transaction Costs
Date: 2011
Author(s): Rahsepar, Massoome (Author), Ryerson University (Degree granting institution)
Subject(s): Options (Finance) -- Mathematical models, Options (Finance) -- Prices -- Mathematical models, Hedging (Finance) -- Mathematical models, Arbitrage -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science

Title: Time-Varying Coefficient Models And The Kalman Filter : Applications To Hedge Funds
Date: 2011
Author(s): Punales, Ana G.S. (Author), Ryerson University (Degree granting institution)
Subject(s): Time-series analysis -- Mathematical models, Hedge funds -- Mathematical models, Kalman filtering, Financial crises, Stochastic processes, Prediction theory -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science

Title: Models And Mining Of On-Line Social Networks
Date: 2011
Author(s): Tian, Yanhua (Author), Ryerson University (Degree granting institution)
Subject(s): Peer-to-peer architecture (Computer networks) -- Mathematical models, Online social networks -- Mathematical models, Computer algorithms, Graph theory
Program: Applied Mathematics
Degree: Master of Science

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