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Course Summary of Computational Methods of Financial Mathematics
Keyword:
financial mathematics
,
finite difference methods
,
Computational Methods
, and
Monte Carlo
Creator:
Copp, Jessica L.
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Interdependence of US Industry Sectors Using Vector Autoregression
Keyword:
VaR
and
Interdependence
Creator:
Dutta Bordoloi, Suwodi
Advisor:
Vermes, Domokos
and
Zhao, Wanli
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-10-28
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Liquidity Modeling Using Order Book Data
Keyword:
Mathematical Finance
,
Limit Order Book
, and
Liquidity
Creator:
Li, Yi
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-08-31
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Computational Methods in Financial Mathematics Course Project
Keyword:
monte carlo method
and
finite difference method
Creator:
lin, zhipeng
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
An Adaptive Mixed Finite Element Method using the Lagrange Multiplier Technique
Keyword:
a posteriori error estimate
,
adaptive
,
lagrange multiplier
,
Finite Element Method
, and
mesh refinement
Creator:
Gagnon, Michael Anthony
Advisor:
Sarkis-Martins, Marcus
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-05-04
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Minimizing the Probability of Ruin in Exchange Rate Markets
Keyword:
optimal investment
,
stochastic calculus
, and
Stochastic Optimal Control
Creator:
Chase, Tyler A.
Advisor:
Sayit, Hasanjan
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-04-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Graph Decompositions and Monadic Second Order Logic
Keyword:
clique width
,
Graph Theory
,
logic
, and
tree decompositions
Creator:
Adler, Jonathan D
Advisor:
Dougherty, Daniel J.
and
Martin, William J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Study of Structural Equation Models and their Application to Fitchburg Middle School Data
Keyword:
path diagrams
,
Factor Analysis
, and
structural equation models
Creator:
Legare, Jonathan Charles
Advisor:
Kim, Ryung S.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-01-15
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Predicting Hearing Loss Using Auditory Steady-State Responses
Keyword:
Mixed Model
,
Repeated Measures Model
,
ASSR
,
PTA
,
EM algorithm
, and
Mixture Model
Creator:
li, yiwen
Advisor:
Petruccelli, Joseph D.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-01-14
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Review of Causal Inference
Keyword:
Noncounterfactual
and
Counterfactual
Creator:
LIU, DAYANG
Advisor:
Petruccelli, Joseph D.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-01-09
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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