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Filtering by: Advisor Sturm, Stephan Award Provost's MQP Award Publisher Worcester Polytechnic Institute

1. Arbitrage-Free Pricing of XVA for Options in Discrete Time

Creator:: Bonner, Catherine Jean and Campanelli, Jeremiah
Advisor:: Sturm, Stephan and Wang, Gu
Publisher:: Worcester Polytechnic Institute
Date Created:: 2016-03-25
Resource Type:: Major Qualifying Project
Award:: Provost's MQP Award

2. Calibration of an Optimal Bidding Model for the Mobile Advertisement Markets

Creator:: Antul, Laura Elizabeth
Advisor:: Sturm, Stephan and Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2016-03-25
Resource Type:: Major Qualifying Project
Award:: Provost's MQP Award

3. Modeling Over-The-Counter Derivative Trading with and without Central Clearing Parties

Creator:: Wellen, Natalie Stohlman
Advisor:: Sturm, Stephan
Publisher:: Worcester Polytechnic Institute
Date Created:: 2017-05-01
Resource Type:: Major Qualifying Project
Award:: Provost's MQP Award