Skip to Content
Toggle navigation
Home
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
Help
Explore, Discover, Share
Search
Advanced search
Search Constraints
Start Over
Filtering by:
Committee
Vermes, Domokos
Remove constraint Committee: Vermes, Domokos
« Previous |
1
-
10
of
16
|
Next »
Sort by relevance
relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲
Number of results to display per page
10 per page
10
per page
20
per page
50
per page
100
per page
View results as:
List
Gallery
Masonry
Slideshow
Search Results
Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo Simulation.
Keyword:
Mortgage-Backed securities
Creator:
Acheampong, Osman K
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2003-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carlo Methods
Keyword:
Monte Carlo mthoed
,
mortgage backed securities
, and
BDT model
Creator:
Tang, Yuxiao
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2015-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
Keyword:
Financial risk management
,
Massively parallel GPU comtuing
,
Stochastic volatility model
, and
Black-Scholes Formula
Creator:
Zhao, Min
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Organization & Analysis of Stock Option Market Data
Keyword:
Implied volatility
and
volatility smile
Creator:
Zhang, Jun
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-01-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Pricing of Multi-Name Credit Derivatives Using Copulas
Keyword:
first-to-default baskets
,
multi-name credit derivatives
, and
copula functions
Creator:
Liu, Xinjia
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2008-01-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming.
Keyword:
Pricing
,
Finite
,
C++
, and
Finite Difference
Creator:
Ampadu, Ebenezer
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-05-18
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Portfolio Optimization Based on Robust Estimation Procedures
Keyword:
Portfolio Optimization
and
robust estimation
Creator:
Gao, Weiguo
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Prices of Credit Default Swaps and the Term Structure of Credit Risk
Keyword:
Credit Default Swaps
and
Credit Risk
Creator:
Desrosiers, Mary Elizabeth
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-05-01
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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
HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK
Keyword:
Monte Carlo Simulations
,
Value-at-risk
, and
Portfolio Risk
Creator:
Malfas, Gregory P.
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
« Previous
Next »
1
2
Toggle facets
Limit your search
Collections
Masters Theses
9
Masters Reports
5
PhD Dissertations
2
Year
Year range begin
–
Year range end
Current results range from
2000
to
2015
View distribution
Creator
Acheampong, Osman K
1
Ampadu, Ebenezer
1
Asumeng-Denteh, Emmanuel
1
Desrosiers, Mary Elizabeth
1
Dutta Bordoloi, Suwodi
1
more
Creators
»
Advisor
Lipton, Robert P.
1
Nandram, Balgobin
1
Vermes, Domokos
14
Zhao, Wanli
1
Contributor
Choi, Jai Won
1
Gatsonis, Nikolaos A.
1
Heinricher, Arthur C.
1
Katzoff, Myron
1
Lipton, Robert P.
1
more
Contributors
»
Unit (Department)
Mathematical Sciences
16
Publisher
Worcester Polytechnic Institute
16
Resource type
Thesis
9
Report
5
Dissertation
2
