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Vermes, Domokos
Eliminar la restricciónContributor: Vermes, Domokos
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Thesis
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Resultados de la búsqueda
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
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
Value at Risk Models for a Nonlinear Hedged Portfolio
Palabra clave:
Risk Management
,
Risk Measure
,
Value at Risk
, and
Hedging
Creador:
Liu, Guochun
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
HISTORICAL RISK ASSESSMENT OF A BALANCED PORTFOLIO USING VALUE-AT-RISK
Palabra clave:
Monte Carlo Simulations
,
Value-at-risk
, and
Portfolio Risk
Creador:
Malfas, Gregory P.
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Transaction costs and resampling in mean-variance portfolio optimization
Palabra clave:
Portfolio Optimization
,
Transaction Costs
,
Resampling
, and
Mean-Variance Optimization
Creador:
Asumeng-Denteh, Emmanuel
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Evaluating of path-dependent securities with low discrepancy methods
Palabra clave:
path-dependent securities
,
Quasi- Monte Carlo
,
low-discrepancy methods
, and
variance-reduction techniques
Creador:
Krykova, Inna
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2004-01-13
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Risk Measurement of Mortgage-Backed Security Portfolios via Principal Components and Regression Analyses
Palabra clave:
Mortgage-Backed securities
,
portfolio risk decomposition
,
principal components regression
, and
principal components analysis
Creador:
Motyka, Matt
Advisor:
Vermes, Domokos
Editor:
Worcester Polytechnic Institute
Fecha de Creacion:
2003-04-29
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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Current results range from
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2015
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Creador
Acheampong, Osman K
1
Ampadu, Ebenezer
1
Asumeng-Denteh, Emmanuel
1
Gao, Weiguo
1
Krykova, Inna
1
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Advisor
Vermes, Domokos
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Vermes, Domokos
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9
Unit (Department)
Mathematical Sciences
9
Editor
Worcester Polytechnic Institute
9
Tipo de recurso
Thesis
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9