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Filtering by: Creator Bonner, Catherine Jean

Arbitrage-Free Pricing of XVA for Options in Discrete Time

Creator:

Bonner, Catherine Jean and Campanelli, Jeremiah

Advisor:

Sturm, Stephan and Wang, Gu

Publisher:

Worcester Polytechnic Institute

Date Created:

2016-03-25

Resource Type:

Major Qualifying Project

Award:

Provost's MQP Award
Digital Visitor Evaluations at the NHA

Keyword:

Surveys

Creator:

Perry, Emily Tina, Bonner, Catherine Jean, and Karcs, Adam Victor

Advisor:

Golding, Dominic and Selkow, Stanley M.

Publisher:

Worcester Polytechnic Institute

Date Created:

2014-12-18

Resource Type:

Interactive Qualifying Project