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Filtering by: Contributor Blais, Marcel Y. Year 2009

Course Summary of Computational Methods of Financial Mathematics

Keyword:

financial mathematics, finite difference methods, Computational Methods, and Monte Carlo

Creator:

Copp, Jessica L.

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2009-05-05

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Explorations of Trading Strategies for Leveraged Exchange-Traded Funds

Keyword:

ETF, FAS, Bootstrap, leverage, FAZ, and exchange-traded fund

Creator:

Posterro, Barry John

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2009-11-16

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
Liquidity Modeling Using Order Book Data

Keyword:

Mathematical Finance, Limit Order Book, and Liquidity

Creator:

Li, Yi

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2009-08-31

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Computational Methods in Financial Mathematics Course Project

Keyword:

monte carlo method and finite difference method

Creator:

lin, zhipeng

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2009-05-05

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences