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Vermes, Domokos
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Resultados de la búsqueda
Evaluation Bench for Portfolio Optimization
Creador:
Holban, Emilia Daniela
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2008-04-24
Resource Type:
Major Qualifying Project
Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo Simulation.
Palabra clave:
Mortgage-Backed securities
Creador:
Acheampong, Osman K
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2003-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carlo Methods
Palabra clave:
Monte Carlo mthoed
,
mortgage backed securities
, and
BDT model
Creador:
Tang, Yuxiao
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2015-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
Palabra clave:
Financial risk management
,
Massively parallel GPU comtuing
,
Stochastic volatility model
, and
Black-Scholes Formula
Creador:
Zhao, Min
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Organization & Analysis of Stock Option Market Data
Palabra clave:
Implied volatility
and
volatility smile
Creador:
Zhang, Jun
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2011-01-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Interdependence of US Industry Sectors Using Vector Autoregression
Palabra clave:
VaR
and
Interdependence
Creador:
Dutta Bordoloi, Suwodi
Advisor:
Vermes, Domokos
and
Zhao, Wanli
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2009-10-28
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Pricing of Multi-Name Credit Derivatives Using Copulas
Palabra clave:
first-to-default baskets
,
multi-name credit derivatives
, and
copula functions
Creador:
Liu, Xinjia
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2008-01-08
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Implementation of Some Finite Difference Methods for the Pricing of Derivatives using C++ Programming.
Palabra clave:
Pricing
,
Finite
,
C++
, and
Finite Difference
Creador:
Ampadu, Ebenezer
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2007-05-18
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Portfolio Optimization Based on Robust Estimation Procedures
Palabra clave:
Portfolio Optimization
and
robust estimation
Creador:
Gao, Weiguo
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Prices of Credit Default Swaps and the Term Structure of Credit Risk
Palabra clave:
Credit Default Swaps
and
Credit Risk
Creador:
Desrosiers, Mary Elizabeth
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2007-05-01
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Acheampong, Osman K
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Ampadu, Ebenezer
1
Asumeng-Denteh, Emmanuel
1
Desrosiers, Mary Elizabeth
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Dutta Bordoloi, Suwodi
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Vermes, Domokos
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Zhao, Wanli
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Vermes, Domokos
14
Zhao, Wanli
1
Major
Mathematical Sciences
1
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Mathematical Sciences
14
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Worcester Polytechnic Institute
15
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Thesis
9
Report
5
Major Qualifying Project
1