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Resultados da Busca
Efficient Pricing of an Asian Put Option Using Stiff ODE Methods
Palavra-chave:
option
,
differential equation
,
stiff
, and
financial mathematics
O Criador:
LeRay, David
Advisor:
Walker, Homer F.
Editor:
Worcester Polytechnic Institute
Data Criada:
2007-05-09
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Prices of Credit Default Swaps and the Term Structure of Credit Risk
Palavra-chave:
Credit Default Swaps
and
Credit Risk
O Criador:
Desrosiers, Mary Elizabeth
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Data Criada:
2007-05-01
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Adler, Jonathan D
1
Advisory Committee on Industrial Innovation
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Aixinjueluo, Qihuan
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Baker, Alison M
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Bakermans, Marja
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Agheli Hajiabadi, Mohammad Mahdi
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Worcester Teacher Preparation Project Center
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Worcester Polytechnic Institute
115
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Report
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https://creativecommons.org/licenses/by-nc/4.0/
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