Index Catalog // Digital WPI

Skip to Content

Home
Browse
About
Help

Explore, Discover, Share

Advanced search

Search Constraints

Start Over

Filtering by: Creator Santawisook, Patchara Remove constraint Creator: Santawisook, Patchara Publisher Worcester Polytechnic Institute Remove constraint Publisher: Worcester Polytechnic Institute

1 - 4 of 4

relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲

Number of results to display per page

10 per page
20 per page
50 per page
100 per page

View results as:

List Gallery Masonry Slideshow

Search Results

Price Impact in the VIX Futures Market and Mean-Field Games in two Order Books

Keyword:

S&P500, VIX, ETFs, Price impact, ETNs, and VIX futures

Creator:

Santawisook, Patchara

Advisor:

Sturm, Stephan

Publisher:

Worcester Polytechnic Institute

Date Created:

2022-12-07

Resource Type:

Dissertation

Degree:

PhD

Unit (Department):

Mathematical Sciences
Barclays Mobile Reporting Application

Creator:

McMahon, Caitlin Ann, Santawisook, Patchara, and Mao, Jian

Advisor:

Hofri, Micha and Abraham, Jon P.

Publisher:

Worcester Polytechnic Institute

Date Created:

2013-01-03

Resource Type:

Major Qualifying Project
Virtual Learning Project

Keyword:

Academic achievement, Computer-assisted instruction, Education, Secondary, and Interdisciplinary approach in education

Creator:

Santawisook, Patchara, Do, Amy, Nguyen, Khanh-Nhan P., and Nguyen, Tran

Advisor:

Djamasbi, Soussan

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-10-20

Resource Type:

Interactive Qualifying Project
Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis and Relatively Calm Periods

Keyword:

VIX, VIX futures, and Implied volatility

Creator:

Santawisook, Patchara

Advisor:

Sturm, Stephan

Publisher:

Worcester Polytechnic Institute

Date Created:

2015-04-30

Resource Type:

Thesis

Degree:

MS

Unit (Department):

Mathematical Sciences

Limit your search

Collections

PhD Dissertations1
Interactive Qualifying Projects1
Major Qualifying Projects1
Masters Theses1

Year

Year range begin – Year range end

Current results range from 2011 to 2022

View distribution

Creator

Do, Amy1
Mao, Jian1
McMahon, Caitlin Ann1
Nguyen, Khanh-Nhan P.1
Nguyen, Tran1
more Creators »

Advisor

Abraham, Jon P.1
Djamasbi, Soussan1
Hofri, Micha1
Sturm, Stephan2

Contributor

Blais, Marcel Y.1
Osterrieder, Jörg1
Papanicolaou, Andrew1
Song, Qingshuo1
Sturm, Stephan2
more Contributors »

Project Center

Wall Street-FinTech Project Center (Boston or New York) - MQP1

Major

Actuarial Mathematics1
Computer Science1
Mathematical Sciences1

Unit (Department)

Mathematical Sciences2

Publisher

Worcester Polytechnic Institute[remove]4

Subject

Community1
Computing1
Learning1

Resource type

Dissertation1
Interactive Qualifying Project1
Major Qualifying Project1
Thesis1

A service of Samvera.

Digital WPI v3.3.0

Login

Copyright © 2018 Samvera Licensed under the Apache License, Version 2.0