Ricerca
Risultati della ricerca
- Parola chiave:
- sensitivity analysis and Monte Carlo simulation
- Creatore:
- Kazantzis, Nikolaos K., Kite-Powell, Hauke, Herschbach, Dudley R., Reddy, Christopher M., Timko, Michael T., Belden, Elizabeth R., and Italiani, Eduardo
- Editore:
- Worcester Polytechnic Institute
- data di creazione:
- 2021-10
- Resource Type:
- Dataset
- Parola chiave:
- financial crisis, contagion, systemic risk, backward stochastic differential equations, value adjustments, interbank networks, Eisenberg–Noe clearing vector, option pricing, arbitrage pricing, and sensitivity analysis
- Creatore:
- Pang, Weijie
- Advisor:
- Sturm, Stephan
- Editore:
- Worcester Polytechnic Institute
- data di creazione:
- 2019-04-23
- Resource Type:
- Dissertation
- Degree:
- PhD
- Unit (Department):
- Mathematical Sciences