Skip to Content
Toggle navigation
Home
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
About Us
Help
Login
Explore, Discover, Share
Search
Advanced search
Search Constraints
Start Over
Filtering by:
Advisor
Blais, Marcel Y.
Remove constraint Advisor: Blais, Marcel Y.
Resource type
Thesis
Remove constraint Resource type: Thesis
1
-
6
of
6
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
Download search results to .CSV file
Search Results
Add to Category
Remove From Category
Modeling Volatility Derivatives
Keyword:
Modeling Volatility Derivatives
Creator:
Carr, Justin P
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-12-16
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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
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
Markowitz-style Quartic Optimization for the Improvement of Leveraged ETF Trading
Keyword:
Markowitz
,
volatility
,
tracking error
,
trading
,
leveraged ETF
,
Optimization
, and
momentum trading
Creator:
DeWeese, Jackson Paul
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2013-04-25
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing Model
Keyword:
Leveraged Exchange Traded Funds
,
American Options
, and
Binomial Pricing Model
Creator:
Wolf, Diana Holmes
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-05-04
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Explorations of Trading Strategies for Leveraged Exchange-Traded Funds
Keyword:
ETF
,
FAS
,
Bootstrap
,
leverage
,
FAZ
, and
exchange-traded fund
Creator:
Posterro, Barry John
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-11-16
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Toggle facets
Limit your search
Collections
Masters Theses
6
Year
Year range begin
–
Year range end
Current results range from
2009
to
2013
View distribution
Creator
Carr, Justin P
1
DeWeese, Jackson Paul
1
Jiang, Qizhong
1
Posterro, Barry John
1
Wolf, Diana Holmes
1
more
Creators
»
Advisor
Blais, Marcel Y.
[remove]
6
Contributor
Blais, Marcel Y.
6
Unit (Department)
Mathematical Sciences
6
Publisher
Worcester Polytechnic Institute
6
Resource type
Thesis
[remove]
6