This dissertation explores the application of quantitative modeling to analyze the features of different financial assets. This study investigates the dynamics of financi[...]

This dissertation addresses the potential mismeasurement of home price indices and its implications on mortgage default research during the recession and examines the pot[...]

The first paper ("An Analysis of REIT Credit Default Swap Pricing") first devise a closed-form solution of a non-arbitrage pricing model with observable factors in the de[...]

Capital structure issues are of great importance within the corporate finance literature. Exploration of these issues within the Real Estate Investment Trust (REIT) indus[...]