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Sturm, Stephan
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Provost's MQP Award
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Arbitrage-Free Pricing of XVA for Options in Discrete Time
Creator:
Bonner, Catherine Jean
and
Campanelli, Jeremiah
Advisor:
Sturm, Stephan
and
Wang, Gu
Publisher:
Worcester Polytechnic Institute
Date Created:
2016-03-25
Resource Type:
Major Qualifying Project
Award:
Provost's MQP Award
Calibration of an Optimal Bidding Model for the Mobile Advertisement Markets
Creator:
Antul, Laura Elizabeth
Advisor:
Sturm, Stephan
and
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2016-03-25
Resource Type:
Major Qualifying Project
Award:
Provost's MQP Award
Modeling Over-The-Counter Derivative Trading with and without Central Clearing Parties
Creator:
Wellen, Natalie Stohlman
Advisor:
Sturm, Stephan
Publisher:
Worcester Polytechnic Institute
Date Created:
2017-05-01
Resource Type:
Major Qualifying Project
Award:
Provost's MQP Award
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Creator
Antul, Laura Elizabeth
1
Bonner, Catherine Jean
1
Campanelli, Jeremiah
1
Wellen, Natalie Stohlman
1
Advisor
Blais, Marcel Y.
1
Sturm, Stephan
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3
Wang, Gu
1
Contributor
Parkhomenko, Anastasiia
1
Major
Actuarial Mathematics
1
Mathematical Sciences
2
Publisher
Worcester Polytechnic Institute
3
Resource type
Major Qualifying Project
3
Award
Provost's MQP Award
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3