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Filtering by: Contributor Wang, Gu Unit (Department) Mathematical Sciences

Stochastic Controls in Competitions and Mean Field Games

Keyword:

Mutual Funds, Mean Field Games, Game Theory, Nash Equilibrium, Tax, and Stochastic Controls

Creator:

Ye, Jiaxuan

Advisor:

Sturm, Stephan and Wang, Gu

Publisher:

Worcester Polytechnic Institute

Date Created:

2022-04-26

Resource Type:

Dissertation

Degree:

PhD

Unit (Department):

Mathematical Sciences
In the Wake of the Financial Crisis - Regulators' and Investors' Perspectives

Keyword:

financial crisis, contagion, systemic risk, backward stochastic differential equations, value adjustments, interbank networks, Eisenbergâ€“Noe clearing vector, option pricing, arbitrage pricing, and sensitivity analysis

Creator:

Pang, Weijie

Advisor:

Sturm, Stephan

Publisher:

Worcester Polytechnic Institute

Date Created:

2019-04-23

Resource Type:

Dissertation

Degree:

PhD

Unit (Department):

Mathematical Sciences
Hedge Funds' Performance Fees and Investments

Keyword:

Moral Hazard, High-water Mark, and Hedge Fund

Creator:

Gong, Yuhui

Advisor:

Wang, Gu

Publisher:

Worcester Polytechnic Institute

Date Created:

2017-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences