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Filtering by: Collections Masters Reports Remove constraint Collections: Masters Reports Year 2011 Remove constraint Year: 2011

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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
Option Pricing Using MATLAB

Keyword:

control variates, GBM, binomial model, and Monte Carlo simulation

Creator:

Gu, Chenchen

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Asymptotic Methods for Stochastic Volatility Option Pricing: An Explanatory Study

Keyword:

asymptotic expansion and stochastic volatility option pricing

Creator:

Chen, Lichen

Advisor:

Sayit, Hasanjan

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-01-13

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Option Pricing Using Monte Carlo Methods

Keyword:

Monte Carlo, American put, and American call

Creator:

Lu, Mengliu

Advisor:

Blais, Marcel Y.

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Risk Measures Extracted from Option Market Data Using Massively Parallel Computing

Keyword:

Financial risk management, Massively parallel GPU comtuing, Stochastic volatility model, and Black-Scholes Formula

Creator:

Zhao, Min

Advisor:

Vermes, Domokos

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-04-27

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences
Organization & Analysis of Stock Option Market Data

Keyword:

Implied volatility and volatility smile

Creator:

Zhang, Jun

Advisor:

Vermes, Domokos

Publisher:

Worcester Polytechnic Institute

Date Created:

2011-01-08

Resource Type:

Report

Degree:

MS

Unit (Department):

Mathematical Sciences

Limit your search

Collections

Masters Reports[remove]9

Year

2011[remove]9

Creator

Chen, Lichen1
Fei, Bingxin1
Gu, Chenchen1
Lu, Mengliu1
Padhy, Budhinath1
more Creators »

Advisor

Blais, Marcel Y.5
Nandram, Balgobin1
Sayit, Hasanjan1
Vermes, Domokos2

Contributor

Blais, Marcel Y.5
Nandram, Balgobin1
Sayit, Hasanjan1
Vermes, Domokos2

Unit (Department)

Mathematical Sciences9

Publisher

Worcester Polytechnic Institute9

Resource type

Report9

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