Skip to Content
Toggle navigation
Home
Browse
Browse by Collection
Browse by Project Center
Browse Exhibits
About
About Us
Help
Login
Explore, Discover, Share
Search
Advanced search
Search Constraints
Start Over
Filtering by:
Creator
Pang, Weijie
Remove constraint Creator: Pang, Weijie
Keyword
option pricing
Remove constraint Keyword: option pricing
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
[remove]
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
