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Blais, Marcel Y.
Remove constraint Advisor: Blais, Marcel Y.
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2009
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Course Summary of Computational Methods of Financial Mathematics
Keyword:
financial mathematics
,
finite difference methods
,
Computational Methods
, and
Monte Carlo
Creator:
Copp, Jessica L.
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Explorations of Trading Strategies for Leveraged Exchange-Traded Funds
Keyword:
ETF
,
FAS
,
Bootstrap
,
leverage
,
FAZ
, and
exchange-traded fund
Creator:
Posterro, Barry John
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-11-16
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Liquidity Modeling Using Order Book Data
Keyword:
Mathematical Finance
,
Limit Order Book
, and
Liquidity
Creator:
Li, Yi
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-08-31
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Computational Methods in Financial Mathematics Course Project
Keyword:
monte carlo method
and
finite difference method
Creator:
lin, zhipeng
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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2009
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Copp, Jessica L.
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Li, Yi
1
Posterro, Barry John
1
lin, zhipeng
1
Advisor
Blais, Marcel Y.
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Blais, Marcel Y.
4
Unit (Department)
Mathematical Sciences
4
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Worcester Polytechnic Institute
4
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3
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1