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:
Contributor
Vermes, Domokos
Remove constraint Contributor: Vermes, Domokos
Resource type
Report
Remove constraint Resource type: Report
1
-
5
of
5
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
Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
Keyword:
Financial risk management
,
Massively parallel GPU comtuing
,
Stochastic volatility model
, and
Black-Scholes Formula
Creator:
Zhao, Min
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Organization & Analysis of Stock Option Market Data
Keyword:
Implied volatility
and
volatility smile
Creator:
Zhang, Jun
Advisor:
Vermes, Domokos
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-01-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Interdependence of US Industry Sectors Using Vector Autoregression
Keyword:
VaR
and
Interdependence
Creator:
Dutta Bordoloi, Suwodi
Advisor:
Vermes, Domokos
and
Zhao, Wanli
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-10-28
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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
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
Toggle facets
Limit your search
Collections
Masters Reports
5
Year
Year range begin
–
Year range end
Current results range from
2007
to
2011
View distribution
Creator
Desrosiers, Mary Elizabeth
1
Dutta Bordoloi, Suwodi
1
Liu, Xinjia
1
Zhang, Jun
1
Zhao, Min
1
Advisor
Vermes, Domokos
5
Zhao, Wanli
1
Contributor
Vermes, Domokos
[remove]
5
Zhao, Wanli
1
Unit (Department)
Mathematical Sciences
5
Publisher
Worcester Polytechnic Institute
5
Resource type
Report
[remove]
5