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mortgage markets, prepayment modeling, valuation, hedging, term structure modeling valuation of derivative securities, application of non-parametric estimation techniques, pricing of derivatives

stochastic control, game theory, finance, optimization

market microstructure, corporate finance, Macro Finance, asset pricing

management of information systems, role of information technology in financial markets, after-hours stock trading, electronic communications networks (ECNs), electronic markets

structural modeling of credit risk, optimal leverage and agency costs, investment strategies, performance measurement: beyond mean-variance analysis

corporate finance and securities regulation,  law and economics,  tax law and policy

finance, asset pricing, investments, financial modeling, heavy-tailed risks, insurance