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Blais, Marcel Y.
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Résultats de recherche
Portfolio Optimization, CAPM & Factor Modeling Project Report
Mot-clé:
French and Fama Model
,
Factor Model
,
CAPM
, and
Modern Portfolio Theory
Créateur:
Dong, Yijun
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2012-04-23
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Survival Probability and Intensity Derived from Credit Default Swaps
Mot-clé:
Credit Default Swaps
and
survival probability
Créateur:
Lan, Yi
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2012-01-13
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Pricing American Options on Leveraged Exchange Traded Funds in the Binomial Pricing Model
Mot-clé:
Leveraged Exchange Traded Funds
,
American Options
, and
Binomial Pricing Model
Créateur:
Wolf, Diana Holmes
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-05-04
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Option Pricing Using Monte Carlo Methods
Mot-clé:
Monte Carlo
,
American put
, and
American call
Créateur:
Lu, Mengliu
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2011-04-27
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Restructuring Option Chain Data Sets Using Matlab
Mot-clé:
option chain
,
financial engineering
, and
MATLAB
Créateur:
Baker, Alison M
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2010-04-29
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Explorations of Trading Strategies for Leveraged Exchange-Traded Funds
Mot-clé:
ETF
,
FAS
,
Bootstrap
,
leverage
,
FAZ
, and
exchange-traded fund
Créateur:
Posterro, Barry John
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2009-11-16
Resource Type:
Thesis
Degree:
MS
Unit (Department):
Mathematical Sciences
Liquidity Modeling Using Order Book Data
Mot-clé:
Mathematical Finance
,
Limit Order Book
, and
Liquidity
Créateur:
Li, Yi
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2009-08-31
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Computational Methods in Financial Mathematics Course Project
Mot-clé:
monte carlo method
and
finite difference method
Créateur:
lin, zhipeng
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2009-05-05
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
Pricing Security Derivatives under the Forward Measure
Mot-clé:
Security
,
forward
,
derivatives
,
binomial tree
, and
measure
Créateur:
Twarog, Marek B
Advisor:
Blais, Marcel Y.
Éditeur:
Worcester Polytechnic Institute
date créée:
2007-05-30
Resource Type:
Report
Degree:
MS
Unit (Department):
Mathematical Sciences
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Masters Reports
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Blais, Marcel Y.
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59
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3
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Blais, Marcel Y.
37
Parkhomenko, Anastasiia
1
Project Center
Switzerland Project Center - MQP
4
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Actuarial Mathematics
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Business
4
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14
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5
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Mathematical Sciences
37
Éditeur
Worcester Polytechnic Institute
59
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11
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22
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6
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1