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Filtering by: Creator Campanelli, Jeremiah

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
Trading and Investment: Analysis and Development of a Trading System for Currencies

Keyword:

Stocks and Stock exchanges

Creator:

Sellie-Lund, Thomas Alexander, Campanelli, Jeremiah, and Newman, Tyler Joseph

Advisor:

Hakim, Hossein and Radzicki, Michael J.

Publisher:

Worcester Polytechnic Institute

Date Created:

2015-05-05

Resource Type:

Interactive Qualifying Project