Skip to Content
Toggle navigation
首页
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
About Us
Help
登录
Explore, Discover, Share
转到
Advanced search
搜索条件
清除筛选
筛选:
Advisor
Vermes, Domokos
删除限定条件 Advisor: Vermes, Domokos
« 上一页
|
11
-
15
共
15
| 下一页 »
按 relevance 排序
relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲
每页显示结果数
10 每页
10
每页
20
每页
50
每页
100
每页
以如下方式察看搜索结果:
列表
图片式展示
砌体式展示
幻灯式展示
搜索结果
Value at Risk Models for a Nonlinear Hedged Portfolio
关键词:
Risk Management
,
Risk Measure
,
Value at Risk
, and
Hedging
创造者:
Liu, Guochun
Advisor:
Vermes, Domokos
出版者:
Worcester Polytechnic Institute
创建日期:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK
关键词:
Monte Carlo Simulations
,
Value-at-risk
, and
Portfolio Risk
创造者:
Malfas, Gregory P.
Advisor:
Vermes, Domokos
出版者:
Worcester Polytechnic Institute
创建日期:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Transaction costs and resampling in mean-variance portfolio optimization
关键词:
Portfolio Optimization
,
Transaction Costs
,
Resampling
, and
Mean-Variance Optimization
创造者:
Asumeng-Denteh, Emmanuel
Advisor:
Vermes, Domokos
出版者:
Worcester Polytechnic Institute
创建日期:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Evaluating of path-dependent securities with low discrepancy methods
关键词:
path-dependent securities
,
Quasi- Monte Carlo
,
low-discrepancy methods
, and
variance-reduction techniques
创造者:
Krykova, Inna
Advisor:
Vermes, Domokos
出版者:
Worcester Polytechnic Institute
创建日期:
2004-01-13
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses
关键词:
Mortgage-Backed securities
,
portfolio risk decomposition
,
principal components regression
, and
principal components analysis
创造者:
Motyka, Matt
Advisor:
Vermes, Domokos
出版者:
Worcester Polytechnic Institute
创建日期:
2003-04-29
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
« 上一页
下一页 »
1
2
Toggle facets
限定搜索
Collections
Masters Theses
9
Masters Reports
5
Major Qualifying Projects
1
Year
Year range begin
–
Year range end
Current results range from
2003
to
2015
View distribution
创造者
Acheampong, Osman K
1
Ampadu, Ebenezer
1
Asumeng-Denteh, Emmanuel
1
Desrosiers, Mary Elizabeth
1
Dutta Bordoloi, Suwodi
1
更多
创造者s
»
Advisor
Vermes, Domokos
[remove]
15
Zhao, Wanli
1
Contributor
Vermes, Domokos
14
Zhao, Wanli
1
Major
Mathematical Sciences
1
Unit (Department)
Mathematical Sciences
14
出版者
Worcester Polytechnic Institute
15
资源类型
Thesis
9
Report
5
Major Qualifying Project
1