Zhang, Liangliang2018-01-252018-01-252017https://hdl.handle.net/2144/26430In this thesis, we provide convergent numerical solutions to non-linear forward-BSDEs (Backward Stochastic Differential Equations). Applications in mathematical finance, financial economics and financial econometrics are discussed. Numerical examples show the effectiveness of our methods.en-USFinanceFBSDEMollifiersOrthogonal polynomial expansionPortfolio choice with incomplete marketsTaylor expansionTransition density approximationEssays on numerical solutions to forward-backward stochastic differential equations and their applications in financeThesis/Dissertation2017-10-30