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Filtering by: Contributor Blais, Marcel Y. Remove constraint Contributor: Blais, Marcel Y. Year 2011 Remove constraint Year: 2011

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Modeling Volatility Derivatives

Keyword:

Modeling Volatility Derivatives

Creator:

Carr, Justin P

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-12-16

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
Pricing Options with Monte Carlo and Binomial Tree Methods

Keyword:

The Monte Carlo Methods

Creator:

Sun, Xihao

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-05-03

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Option Pricing Using Monte Carlo Methods

Keyword:

GBM.Monte Carlo

Creator:

Wang, Junxiong

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-04-26

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Computational Methods for Option Pricing

Keyword:

Monte Carlo GBM

Creator:

Fei, Bingxin

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Option Pricing Using MATLAB

Keyword:

control variates, GBM, binomial model, and Monte Carlo simulation

Creator:

Gu, Chenchen

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing Model

Keyword:

Leveraged Exchange Traded Funds, American Options, and Binomial Pricing Model

Creator:

Wolf, Diana Holmes

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-05-04

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences
Option Pricing Using Monte Carlo Methods

Keyword:

Monte Carlo, American put, and American call

Creator:

Lu, Mengliu

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences

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Masters Reports5
Masters Theses2

Year

2011[remove]7

Creator

Carr, Justin P1
Fei, Bingxin1
Gu, Chenchen1
Lu, Mengliu1
Sun, Xihao1
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Advisor

Blais, Marcel Y.7

Contributor

Blais, Marcel Y.[remove]7

Unit (Department)

Mathematical Sciences7

Publisher

Worcester Polytechnic Institute7

Resource type

Report5
Thesis2

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