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Santawisook, Patchara
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Price Impact in the VIX Futures Market and Mean-Field Games in two Order Books
1 de 4
Barclays Mobile Reporting Application
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Virtual Learning Project
3 de 4
Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis and Relatively Calm Periods
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Collections
PhD Dissertations
1
Interactive Qualifying Projects
1
Major Qualifying Projects
1
Masters Theses
1
Year
Year range begin
–
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Current results range from
2011
to
2022
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Créateur
Do, Amy
1
Mao, Jian
1
McMahon, Caitlin Ann
1
Nguyen, Khanh-Nhan P.
1
Nguyen, Tran
1
plus
Créateurs
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Advisor
Abraham, Jon P.
1
Djamasbi, Soussan
1
Hofri, Micha
1
Sturm, Stephan
2
Contributor
Blais, Marcel Y.
1
Osterrieder, Jörg
1
Papanicolaou, Andrew
1
Song, Qingshuo
1
Sturm, Stephan
2
plus
Contributors
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Project Center
Wall Street-FinTech Project Center (Boston or New York) - MQP
1
Major
Actuarial Mathematics
1
Computer Science
1
Mathematical Sciences
1
Unit (Department)
Mathematical Sciences
2
Éditeur
Worcester Polytechnic Institute
4
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Community
1
Computing
1
Learning
1
Type de ressource
Dissertation
1
Interactive Qualifying Project
1
Major Qualifying Project
1
Thesis
1