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Filtering by: Unit (Department) Mathematical Sciences Keyword Value at Risk Collections Masters Theses

1. Risk Analysis for Corporate Bond Portfolios

Keyword:: Fama-French multi-factor model, Value at Risk, Credit Risk, liquidity risk, and market risk
Creator:: Zhao, Yunfeng
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-05-02
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

2. Risk Analysis for Corporate Bond Portfolios

Keyword:: Credit Risk, Fama-French multi-factor model, Value at Risk, liquidity risk, and market risk
Creator:: Jiang, Qizhong
Advisor:: Blais, Marcel Y.
Publisher:: Worcester Polytechnic Institute
Date Created:: 2013-05-02
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences

3. Value at Risk Models for a Nonlinear Hedged Portfolio

Keyword:: Risk Management, Risk Measure, Value at Risk, and Hedging
Creator:: Liu, Guochun
Advisor:: Vermes, Domokos
Publisher:: Worcester Polytechnic Institute
Date Created:: 2004-04-30
Resource Type:: Thesis
Degree:: MS
Unit (Department):: Mathematical Sciences