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Vermes, Domokos
Eliminar la restricciónContributor: Vermes, Domokos
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Pricing Mortgage-Backed Securities using Prepayment Functions and Pathwise Monte Carlo...
Valuation of Mortgage Backed Securities with Prepayment using BDT Model and Monte Carl...
Risk Measures Extracted from Option Market Data Using Massively Parallel Computing
Organization & Analysis of Stock Option Market Data
Bayesian Predictive Inference and Multivariate Benchmarking for Small Area Means
Interdependence of US Industry Sectors Using Vector Autoregression
Pricing of Multi-Name Credit Derivatives Using Copulas
Implementation of Some Finite Difference Methods for the Pricing of Derivatives using ...
Portfolio Optimization Based on Robust Estimation Procedures
Prices of Credit Default Swaps and the Term Structure of Credit Risk
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Collections
Masters Theses
9
Masters Reports
5
PhD Dissertations
2
Year
Year range begin
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Current results range from
2000
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2015
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Creador
Acheampong, Osman K
1
Ampadu, Ebenezer
1
Asumeng-Denteh, Emmanuel
1
Desrosiers, Mary Elizabeth
1
Dutta Bordoloi, Suwodi
1
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Advisor
Lipton, Robert P.
1
Nandram, Balgobin
1
Vermes, Domokos
14
Zhao, Wanli
1
Contributor
Choi, Jai Won
1
Gatsonis, Nikolaos A.
1
Heinricher, Arthur C.
1
Katzoff, Myron
1
Lipton, Robert P.
1
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Unit (Department)
Mathematical Sciences
16
Editor
Worcester Polytechnic Institute
16
Tipo de recurso
Thesis
9
Report
5
Dissertation
2