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Student Profile
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Dr. Yue Xiao
Ph.D. University of
Maryland
Yue_Xiao@rhsmith.umd.edu
www.rhsmith.umd.edu/faculty/phd/secoxiao |
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Yue Xiao is a Ph.D. student in the
Finance Program at the Robert H. Smith
School of Business. She
specializes in Mathematical
Finance. Yue received a Ph.D. in Applied Mathematics and Scientific Computation from the University of Maryland in
December 2005. Her research interests include mathematical finance, asset pricing, and simulation modeling.
Vita
Recent Research
"Bayesian Learning and Asset
Pricing Puzzles" -
Working paper
2008.
"Leveraged Levy Processes as
Models for Stock Prices" -
Paper
submitted 2007.
"Leveraged Levy
Processes as Models for Stock
Prices" - Doctoral Thesis,
University of Maryland, Dec.
2005.
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