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maximum drawdowns
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Expected Maximum Drawdowns Under Constant and Stochastic Volatility
Keyword:
maximum drawdowns
and
drawdowns
Creator:
Nouri, Suhila Lynn
Advisor:
Roman, Luis J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2006-05-04
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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Year
2006
1
Creator
Nouri, Suhila Lynn
1
Advisor
Roman, Luis J.
1
Contributor
Roman, Luis J.
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Thesis
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