Skip to Content
Toggle navigation
Home
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
Help
Explore, Discover, Share
Search
Advanced search
Search Constraints
Start Over
Filtering by:
Committee
Capponi, Agostino
Remove constraint Committee: Capponi, Agostino
1
entry found
Sort by relevance
relevance
date uploaded ▼
date uploaded ▲
date modified ▼
date modified ▲
Number of results to display per page
10 per page
10
per page
20
per page
50
per page
100
per page
View results as:
List
Gallery
Masonry
Slideshow
Search Results
In the Wake of the Financial Crisis - Regulators' and Investors' Perspectives
Keyword:
financial crisis
,
contagion
,
systemic risk
,
backward stochastic differential equations
,
value adjustments
,
interbank networks
,
Eisenberg–Noe clearing vector
,
option pricing
,
arbitrage pricing
, and
sensitivity analysis
Creator:
Pang, Weijie
Advisor:
Sturm, Stephan
Publisher:
Worcester Polytechnic Institute
Date Created:
2019-04-23
Resource Type:
Dissertation
Degree:
PhD
Unit (Department):
Mathematical Sciences
Toggle facets
Limit your search
Collections
PhD Dissertations
1
Year
2019
1
Creator
Pang, Weijie
1
Advisor
Sturm, Stephan
1
Contributor
Capponi, Agostino
1
Cialenco, Igor
1
Sturm, Stephan
1
Wang, Gu
1
Unit (Department)
Mathematical Sciences
1
Publisher
Worcester Polytechnic Institute
1
Resource type
Dissertation
1
