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Santawisook, Patchara
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Price Impact in the VIX Futures Market and Mean-Field Games in two Order Books
关键词:
S&P500
,
VIX
,
ETFs
,
Price impact
,
ETNs
, and
VIX futures
创造者:
Santawisook, Patchara
Advisor:
Sturm, Stephan
出版者:
Worcester Polytechnic Institute
创建日期:
2022-12-07
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Barclays Mobile Reporting Application
创造者:
McMahon, Caitlin Ann
,
Santawisook, Patchara
, and
Mao, Jian
Advisor:
Hofri, Micha
and
Abraham, Jon P.
出版者:
Worcester Polytechnic Institute
创建日期:
2013-01-03
Resource Type:
Major Qualifying Project
Virtual Learning Project
关键词:
Academic achievement
,
Computer-assisted instruction
,
Education, Secondary
, and
Interdisciplinary approach in education
创造者:
Santawisook, Patchara
,
Do, Amy
,
Nguyen, Khanh-Nhan P.
, and
Nguyen, Tran
Advisor:
Djamasbi, Soussan
出版者:
Worcester Polytechnic Institute
创建日期:
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
关键词:
VIX
,
VIX futures
, and
Implied volatility
创造者:
Santawisook, Patchara
Advisor:
Sturm, Stephan
出版者:
Worcester Polytechnic Institute
创建日期:
2015-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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创造者
Do, Amy
1
Mao, Jian
1
McMahon, Caitlin Ann
1
Nguyen, Khanh-Nhan P.
1
Nguyen, Tran
1
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Advisor
Abraham, Jon P.
1
Djamasbi, Soussan
1
Hofri, Micha
1
Sturm, Stephan
2
Contributor
Blais, Marcel Y.
1
Osterrieder, Jörg
1
Papanicolaou, Andrew
1
Song, Qingshuo
1
Sturm, Stephan
2
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Project Center
Wall Street-FinTech Project Center (Boston or New York) - MQP
1
Major
Actuarial Mathematics
1
Computer Science
1
Mathematical Sciences
1
Unit (Department)
Mathematical Sciences
2
出版者
Worcester Polytechnic Institute
4
学科
Community
1
Computing
1
Learning
1
资源类型
Dissertation
1
Interactive Qualifying Project
1
Major Qualifying Project
1
Thesis
1