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1. Stochastic Controls in Competitions and Mean Field Games

Palavra-chave:: Mutual Funds, Mean Field Games, Game Theory, Nash Equilibrium, Tax, and Stochastic Controls
O Criador:: Ye, Jiaxuan
Advisor:: Sturm, Stephan and Wang, Gu
Editor:: Worcester Polytechnic Institute
Data Criada:: 2022-04-26
Resource Type:: Dissertation
Degree:: PhD
Unit (Department):: Mathematical Sciences

2. In the Wake of the Financial Crisis - Regulators' and Investors' Perspectives

Palavra-chave:: financial crisis, contagion, systemic risk, backward stochastic differential equations, value adjustments, interbank networks, Eisenbergâ€“Noe clearing vector, option pricing, arbitrage pricing, and sensitivity analysis
O Criador:: Pang, Weijie
Advisor:: Sturm, Stephan
Editor:: Worcester Polytechnic Institute
Data Criada:: 2019-04-23
Resource Type:: Dissertation
Degree:: PhD
Unit (Department):: Mathematical Sciences

3. Hedge Funds' Performance Fees and Investments

Palavra-chave:: Moral Hazard, High-water Mark, and Hedge Fund
O Criador:: Gong, Yuhui
Advisor:: Wang, Gu
Editor:: Worcester Polytechnic Institute
Data Criada:: 2017-04-27
Resource Type:: Report
Degree:: MS
Unit (Department):: Mathematical Sciences