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Advisor
Roman, Luis J.
删除限定条件 Advisor: Roman, Luis J.
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Roman, Luis J.
删除限定条件 Contributor: Roman, Luis J.
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The stochastic discount factor and the generalized method of moments
关键词:
SDF
,
GMM
, and
CAPM
创造者:
Koci, Eni
Advisor:
Roman, Luis J.
出版者:
Worcester Polytechnic Institute
创建日期:
2006-05-31
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Expected Maximum Drawdowns Under Constant and Stochastic Volatility
关键词:
maximum drawdowns
and
drawdowns
创造者:
Nouri, Suhila Lynn
Advisor:
Roman, Luis J.
出版者:
Worcester Polytechnic Institute
创建日期:
2006-05-04
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
The Valuation of Credit Default Swaps
关键词:
Credit Risk
,
Credit Default Swap
,
Merton model
, and
Hazard rate approach
创造者:
Diallo, Nafi C
Advisor:
Roman, Luis J.
出版者:
Worcester Polytechnic Institute
创建日期:
2006-01-11
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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2006
3
创造者
Diallo, Nafi C
1
Koci, Eni
1
Nouri, Suhila Lynn
1
Advisor
Roman, Luis J.
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3
Contributor
Roman, Luis J.
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3
Unit (Department)
Mathematical Sciences
3
出版者
Worcester Polytechnic Institute
3
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Thesis
3