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Blais, Marcel Y.
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Pricing Security Derivatives under the Forward Measure
Computational Methods in Financial Mathematics Course Project
Liquidity Modeling Using Order Book Data
Explorations of Trading Strategies for Leveraged Exchange-Traded Funds
Restructuring Option Chain Data Sets Using Matlab
Option Pricing Using Monte Carlo Methods
Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing M...
Survival Probability and Intensity Derived from Credit Default Swaps
Portfolio Optimization, CAPM & Factor Modeling Project Report
Portfolio Optimization, CAPM & Factor Modeling Project
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Masters Reports
31
Major Qualifying Projects
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Masters Theses
6
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Creator
Amicarella, Dante
1
Antul, Laura Elizabeth
1
Baker, Alison M
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Barry, Mohamed
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Bazakas-Chamberlain, William
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Advisor
Blais, Marcel Y.
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59
Ciaraldi, Michael J.
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Cuneo, Joshua M.
1
Danke, Manasi
3
Elmes, Michael B.
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Blais, Marcel Y.
37
Parkhomenko, Anastasiia
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Switzerland Project Center - MQP
4
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Actuarial Mathematics
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Business
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Computer Science
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Mathematical Sciences
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Worcester Polytechnic Institute
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UN SDG
7 - Affordable and Clean Energy
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9 - Industry, Innovation and Infrastructure
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Report
31
Major Qualifying Project
22
Thesis
6
Award
Provost's MQP Award
1