This paper analyzes the portfolio problem of an investor who can invest in bonds, stock, and
cash when there is time variation in expected returns on the asset classes. The time …

A technique is presented for calibrating derivative security pricing models with respect to
observed market prices. This technique can be applied in a very general multifactor setting …

This thesis presents the results of a theoretical and experimental investigation concerned
with the hydrodynamic stability of extensional flows. In particular, model extensional flows in …

Examines the impact of recovery rate modeling on risk-neutral default probabilities and the
pricing of credit default swaps. Use of multiperiod reduced-form model; Expression for the …

I am grateful to Professor L. Gary Leal for the guidance and encouragement he has provided
as my research advisor and for his personal interest in my professional development. His …

The central decision for a pension fund is the allocation between stocks and bonds. For
intellectual backup in making this decision, many rely on metrics and methods from Modern …

Misalignments give rise to hotspots on walls. Report discusses numerical simulation of flow
in and near small, ringlike cavity in wall of Space Shuttle main engine at junction of main …

Concerns raised over possible base heating effects on the NLS 1.5 stage reference vehicle
resulted in the use of CFD as a predictive analysis tool. The objective established was to …

Concerns raised over possible base heating effects on the National Launch System (NLS)
1.5 stage reference vehicle resulted in the use of CFD as a predictive analysis tool. The …

New and old rocket launch concepts recommend the clustering of motors for improved lift
capability. The flowfield of the base region of the rocket is very complex and can contain high …