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:
Advisor
Roman, Luis J.
Remove constraint Advisor: Roman, Luis J.
Resource type
Thesis
Remove constraint Resource type: Thesis
1
-
3
of
3
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
Search Results
The stochastic discount factor and the generalized method of moments
Keyword:
SDF
,
GMM
, and
CAPM
Creator:
Koci, Eni
Advisor:
Roman, Luis J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2006-05-31
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Expected Maximum Drawdowns Under Constant and Stochastic Volatility
Keyword:
maximum drawdowns
and
drawdowns
Creator:
Nouri, Suhila Lynn
Advisor:
Roman, Luis J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2006-05-04
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
The Valuation of Credit Default Swaps
Keyword:
Credit Risk
,
Credit Default Swap
,
Merton model
, and
Hazard rate approach
Creator:
Diallo, Nafi C
Advisor:
Roman, Luis J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2006-01-11
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Toggle facets
Limit your search
Collections
Masters Theses
3
Year
2006
3
Creator
Diallo, Nafi C
1
Koci, Eni
1
Nouri, Suhila Lynn
1
Advisor
Roman, Luis J.
[remove]
3
Contributor
Roman, Luis J.
3
Unit (Department)
Mathematical Sciences
3
Publisher
Worcester Polytechnic Institute
3
Resource type
Thesis
[remove]
3
