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Title: Pricing and hedging tools for spread option contracts
Date: 2014
Author(s): Klyueva, Ekaterina (Author), Ryerson University (Degree granting institution)
Subject(s): Options (Finance) -- Prices -- Mathematical models, Hedging (Finance) -- Mathematical models, Finance -- Mathematical models
Program: Applied Mathematics
Degree: Master of Applied 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: Trajectory based market models with operational assumptions
Date: 2016
Author(s): Ryerson University (Degree granting institution), Fleck, Andrew W. L. (Author), Ferrando, Sebastian (Degree supervisor), Rubtsov, Alexey (Degree supervisor)
Subject(s): Securities -- Prices -- Mathematical models, Finance -- Mathematical models, Stochastic processes, Investments -- Mathematics, Financial risk management -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science

Title: Rearrangement Algorithm in Risk Aggregation
Date: 2017
Author(s): Ryerson University (Degree granting institution), Thomas, Alex (Author)
Subject(s): Mathematics -- Research, Finance -- Mathematical models, Financial risk management -- Mathematical models
Program: Applied Mathematics
Degree: Master of Science