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Roman, Luis J.
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Masters Theses
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The stochastic discount factor and the generalized method of moments
Expected Maximum Drawdowns Under Constant and Stochastic Volatility
The Valuation of Credit Default Swaps
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Collections
Masters Theses
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Year
2006
3
创造者
Diallo, Nafi C
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Koci, Eni
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Nouri, Suhila Lynn
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Advisor
Roman, Luis J.
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Contributor
Roman, Luis J.
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Unit (Department)
Mathematical Sciences
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出版者
Worcester Polytechnic Institute
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Thesis
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