In this thesis we study three problems related to financial modeling. First, we study the problem of pricing Employee Stock Options (ESOs) from the point of view of the issuing company. Since an employee cannot trade or eectively hedge ESOs, she exercises them to maximize a subjective criterion...

Large population health insurance claims databases together with operations research and data mining methods have the potential of significantly impacting health care management. In this thesis we research how claims data can be utilized in three important areas of health care and medicine and...