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Modeling Volatility Derivatives
Keyword:
Modeling Volatility Derivatives
Creator:
Carr, Justin P
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-12-16
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Pricing Options with Monte Carlo and Binomial Tree Methods
Keyword:
The Monte Carlo Methods
Creator:
Sun, Xihao
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-05-03
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Option Pricing Using Monte Carlo Methods
Keyword:
GBM.Monte Carlo
Creator:
Wang, Junxiong
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-26
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Bayesian Data Analysis For The Sovenian Plebiscite
Keyword:
Bayesian Data Analysis
Creator:
Padhy, Budhinath
Advisor:
Nandram, Balgobin
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-28
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Computational Methods for Option Pricing
Keyword:
Monte Carlo GBM
Creator:
Fei, Bingxin
Advisor:
Blais, Marcel Y.
Publisher:
Worcester Polytechnic Institute
Date Created:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Modeling Blood Cell Concentration in a Dialysis Cartridge
Keyword:
dialysis
Creator:
Haas, Kathleen
Advisor:
Tilley, Burt S.
Publisher:
Worcester Polytechnic Institute
Date Created:
2010-04-28
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
The SCF-Anderson method for a Non-linear Eigenvalue Problem in Electronic Structure Computations
Keyword:
eigenvalue
Creator:
Ni, Peng
Advisor:
Walker, Homer F.
Publisher:
Worcester Polytechnic Institute
Date Created:
2009-09-09
Resource Type:
Phd Report
Degree:
PhD
Unit (Department):
Mathematical Sciences
Using Applied Statistics to Study a Pharmaceutical Manufacturing Process
Keyword:
Statistics
Creator:
Tiani, John P
Advisor:
Petruccelli, Joseph D.
Publisher:
Worcester Polytechnic Institute
Date Created:
2004-04-30
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Some Problems in the Mathematics of Fracture: Paths From Front Kinetics and a Level Set Method
Keyword:
variational fracture crack fronts level set
Creator:
Richardson, Casey Lyndale
Advisor:
Larsen, Christopher J.
Publisher:
Worcester Polytechnic Institute
Date Created:
2008-04-25
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
A Bayesian Analysis of BMI Data of Children from Small Domains: Adjustment for Nonresponse
Keyword:
BMI; Bayesian; nonignorable nonresponse; small dom
Creator:
Zhao, Hong
Advisor:
Nandram, Balgobin
Publisher:
Worcester Polytechnic Institute
Date Created:
2006-12-21
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
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