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Filtering by: Award Provost's MQP Award Major Actuarial Mathematics Year 2016

Projecting the Ultimate Loss of Catastrophic Events

Creator:

Hansen, Elizabeth A., Munderville, Amber R., Sullivan, Michael W., and Turchiarelli, Tyler Jacob

Advisor:

Posterro, Barry John and Abraham, Jon P.

Publisher:

Worcester Polytechnic Institute

Date Created:

2016-12-14

Resource Type:

Major Qualifying Project

Award:

Provost's MQP Award
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