Financial Instrument Pricing Using C++
  My PhD Thesis
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This page has three parts: the thesis as one pdf file, for downloading and printing; individual chapters, for easier online access; and Excel and Stata files containing the datasets and regression scripts.

The Thesis

Complete Document

The thesis itself is offered in two versions, identical in content (compiled from the same source files) but with different formatting. The first one is the UMD Dissertation Style-compliant pdf version (1MB, 290 pages). As in my opinion its huge margins and double-spaced lines are a waste of paper if one wants to print the thesis, and the overall style is just incredibly ugly, here is a nicely formatted pdf version (1MB, 166 pages).

Individual Chapters

This is the nicely formatted pdf version split into individual chapters for easier access.

Front Matter
1. Introduction
2. Structural Adjustment
3. Structural Adjustment in Ghana
4. Currently Used Methodologies
5. An Introduction to Useful Accounting Concepts
6. The Approach of This Thesis
7. Compilation of a SAM/FAM Time Series 1990-2001
8. Decomposing the FAM dynamics
9. Investigation of key individual time series
10. Fix-flex Accounting in an Open Economy
11. Econometric Investigation of Monthly Time Series
12. Discussion I: Implications for Theory
13. Discussion II: Implications for Policy
14. Conclusion
Appendix A: The structure of the SAM
Appendix B: Decomposition with Respect to a Basis Using a Scalar Product
References

Supporting Files

The SAM/FAM Time Series are contained in an Excel File (432K). The data in the file is organized in Pivot Tables, so that it can be viewed at different levels of aggregation by double-clicking on category headers.

Also available is the Stata dataset together with the do-files that were used to produce the tables and charts in the econometrics chapter.