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

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

stochastic control and games, theory of machine learning and applications to medical and financial data analysis, applied probability and stochastic models

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

stochastic control, game theory, finance, optimization

structural engineering, mechanics and materials, structural reliability, earthquake engineering, uncertainty quantification

market microstructure, corporate finance, Macro Finance, asset pricing

regulation in lending markets, competition in lending markets, household finance, mortgage product design, housing markets, mortgage markets