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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
Sample comparisons using microarrays: - Application of False Discovery Rate and quadratic logistic regression
Keyword:
FDR
,
Logistic regression
, and
Microarry
Creator:
Guo, Ruijuan
Advisor:
Kim, Ryung S.
Publisher:
Worcester Polytechnic Institute
Date Created:
2008-01-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
A Parallel Implementation of an Agent-Based Brain Tumor Model
Keyword:
High-performance computing
,
Scientific computation
,
Computational biology
,
Visualization
, and
Numerical analysis
Creator:
Skjerven, Brian M.
Advisor:
Walker, Homer F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-06-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Development of a Statistical Model for NPN Bipolar Transistor Mismatch
Keyword:
statistical model
,
bipolar transistor
, and
mismatch
Creator:
Lamontagne, Maurice
Advisor:
Wilbur, Jayson D.
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-05-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Pricing Security Derivatives under the Forward Measure
Keyword:
Security
,
forward
,
derivatives
,
binomial tree
, and
measure
Creator:
Twarog, Marek B
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-05-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Predictor Selection in Linear Regression: L1 regularization of a subset of parameters and Comparison of L1 regularization and stepwise selection
Keyword:
Feature Selection
,
Covariate selection
,
LASSO
, and
L1 regularization
Creator:
Hu, Qing
Advisor:
Kim, Ryung S.
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-05-11
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Efficient Pricing of an Asian Put Option Using Stiff ODE Methods
Keyword:
option
,
differential equation
,
stiff
, and
financial mathematics
Creator:
LeRay, David
Advisor:
Walker, Homer F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2007-05-09
Resource Type:
Report
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
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Creator
Adler, Jonathan D
1
Aixinjueluo, Qihuan
1
Baker, Alison M
1
Bao, Fangtai
1
Barden, Jeffrey M.
1
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Agheli Hajiabadi, Mohammad Mahdi
1
Agloro, Alexandrina R.
1
Arnold, Andrea N.
2
Blais, Marcel Y.
31
Bohrer, Rose
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Agheli Hajiabadi, Mohammad Mahdi
1
Agloro, Alexandrina
1
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2
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31
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Biomedical Engineering
1
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1
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Interactive Media & Game Development
17
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Publisher
Worcester Polytechnic Institute
108
UN SDG
1 - No Poverty
1
Not Specified
1
Resource type
Report
108
License
https://creativecommons.org/licenses/by/4.0/
4
https://creativecommons.org/licenses/by-nc/4.0/
1