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Blais, Marcel Y.
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Year
2011
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1.
Modeling Volatility Derivatives
Keyword:
Modeling Volatility Derivatives
Creator:
Carr, Justin P
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-12-16
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
2.
Pricing Options with Monte Carlo and Binomial Tree Methods
Keyword:
The Monte Carlo Methods
Creator:
Sun, Xihao
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-05-03
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
3.
Option Pricing Using Monte Carlo Methods
Keyword:
GBM.Monte Carlo
Creator:
Wang, Junxiong
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-26
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
4.
Computational Methods for Option Pricing
Keyword:
Monte Carlo GBM
Creator:
Fei, Bingxin
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
5.
Option Pricing Using MATLAB
Keyword:
control variates
,
GBM
,
binomial model
, and
Monte Carlo simulation
Creator:
Gu, Chenchen
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
6.
Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing Model
Keyword:
Leveraged Exchange Traded Funds
,
American Options
, and
Binomial Pricing Model
Creator:
Wolf, Diana Holmes
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-05-04
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
7.
Option Pricing Using Monte Carlo Methods
Keyword:
Monte Carlo
,
American put
, and
American call
Creator:
Lu, Mengliu
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Blais, Marcel Y.
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Blais, Marcel Y.
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Worcester Polytechnic Institute
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