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Filtrado por: Creador Bonner, Catherine Jean

Arbitrage-Free Pricing of XVA for Options in Discrete Time

Creador:

Bonner, Catherine Jean and Campanelli, Jeremiah

Advisor:

Sturm, Stephan and Wang, Gu

Editor:

Worcester Polytechnic Institute

Fecha de Creacion:

2016-03-25

Resource Type:

Major Qualifying Project

Award:

Provost's MQP Award
Digital Visitor Evaluations at the NHA

Palabra clave:

Surveys

Creador:

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

Advisor:

Golding, Dominic and Selkow, Stanley M.

Editor:

Worcester Polytechnic Institute

Fecha de Creacion:

2014-12-18

Resource Type:

Interactive Qualifying Project