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