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Masters Reports
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2011
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Résultats de recherche
Pricing Options with Monte Carlo and Binomial Tree Methods
Mot-clé:
The Monte Carlo Methods
Créateur:
Sun, Xihao
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-05-03
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Option Pricing Using Monte Carlo Methods
Mot-clé:
GBM.Monte Carlo
Créateur:
Wang, Junxiong
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-04-26
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Bayesian Data Analysis For The Sovenian Plebiscite
Mot-clé:
Bayesian Data Analysis
Créateur:
Padhy, Budhinath
Advisor:
Nandram, Balgobin
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-04-28
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Computational Methods for Option Pricing
Mot-clé:
Monte Carlo GBM
Créateur:
Fei, Bingxin
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Option Pricing Using MATLAB
Mot-clé:
control variates
,
GBM
,
binomial model
, and
Monte Carlo simulation
Créateur:
Gu, Chenchen
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Asymptotic Methods for Stochastic Volatility Option Pricing: An Explanatory Study
Mot-clé:
asymptotic expansion
and
stochastic volatility option pricing
Créateur:
Chen, Lichen
Advisor:
Sayit, Hasanjan
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-01-13
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Option Pricing Using Monte Carlo Methods
Mot-clé:
Monte Carlo
,
American put
, and
American call
Créateur:
Lu, Mengliu
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
Mot-clé:
Financial risk management
,
Massively parallel GPU comtuing
,
Stochastic volatility model
, and
Black-Scholes Formula
Créateur:
Zhao, Min
Advisor:
Vermes, Domokos
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Organization & Analysis of Stock Option Market Data
Mot-clé:
Implied volatility
and
volatility smile
Créateur:
Zhang, Jun
Advisor:
Vermes, Domokos
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-01-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Blais, Marcel Y.
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Blais, Marcel Y.
5
Nandram, Balgobin
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Unit (Department)
Mathematical Sciences
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Worcester Polytechnic Institute
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