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Filtering by: Publisher Worcester Polytechnic Institute Remove constraint Publisher: Worcester Polytechnic Institute Resource type Report Remove constraint Resource type: Report 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

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Masters Reports9

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 Institute[remove]9

Resource type

Report[remove]9

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