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Level: doctoral

You searched for subject:(Financial Mathematics). Showing records 1 – 30 of 43 total matches.

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University of Illinois – Urbana-Champaign

1. Qin, Wei. Information, insider trading and takeover announcements.

Degree: PhD, Mathematics, 2017, University of Illinois – Urbana-Champaign

 This thesis focuses on the effect of takeover announcements in financial markets. We want to use a math model to analyze the inside traders' behavior… (more)

Subjects/Keywords: Financial mathematics; Applied mathematics; Probability; Markov chain

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APA (6th Edition):

Qin, W. (2017). Information, insider trading and takeover announcements. (Doctoral Dissertation). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/98288

Chicago Manual of Style (16th Edition):

Qin, Wei. “Information, insider trading and takeover announcements.” 2017. Doctoral Dissertation, University of Illinois – Urbana-Champaign. Accessed January 19, 2020. http://hdl.handle.net/2142/98288.

MLA Handbook (7th Edition):

Qin, Wei. “Information, insider trading and takeover announcements.” 2017. Web. 19 Jan 2020.

Vancouver:

Qin W. Information, insider trading and takeover announcements. [Internet] [Doctoral dissertation]. University of Illinois – Urbana-Champaign; 2017. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/2142/98288.

Council of Science Editors:

Qin W. Information, insider trading and takeover announcements. [Doctoral Dissertation]. University of Illinois – Urbana-Champaign; 2017. Available from: http://hdl.handle.net/2142/98288


Columbia University

2. Ward, Brian Michael. Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading.

Degree: 2017, Columbia University

 In this thesis we study dynamic strategies for index tracking and algorithmic trading. Tracking problems have become ever more important in Financial Engineering as investors… (more)

Subjects/Keywords: Operations research; Mathematics; Finance; Financial engineering

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APA (6th Edition):

Ward, B. M. (2017). Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D82F80R1

Chicago Manual of Style (16th Edition):

Ward, Brian Michael. “Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading.” 2017. Doctoral Dissertation, Columbia University. Accessed January 19, 2020. https://doi.org/10.7916/D82F80R1.

MLA Handbook (7th Edition):

Ward, Brian Michael. “Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading.” 2017. Web. 19 Jan 2020.

Vancouver:

Ward BM. Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading. [Internet] [Doctoral dissertation]. Columbia University; 2017. [cited 2020 Jan 19]. Available from: https://doi.org/10.7916/D82F80R1.

Council of Science Editors:

Ward BM. Optimal Dynamic Strategies for Index Tracking and Algorithmic Trading. [Doctoral Dissertation]. Columbia University; 2017. Available from: https://doi.org/10.7916/D82F80R1


Boston University

3. Ren, Dan. Stochastic optimization and applications in finance.

Degree: PhD, Mathematics & Statistics, 2013, Boston University

 My PhD thesis concentrates on the field of stochastic analysis, with focus on stochastic optimization and applications in finance. It is composed of two parts:… (more)

Subjects/Keywords: Mathematics; Financial mathematics; Optimal consumption; Optimal control; Optimal stopping; Stochastic optimization

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APA (6th Edition):

Ren, D. (2013). Stochastic optimization and applications in finance. (Doctoral Dissertation). Boston University. Retrieved from http://hdl.handle.net/2144/13130

Chicago Manual of Style (16th Edition):

Ren, Dan. “Stochastic optimization and applications in finance.” 2013. Doctoral Dissertation, Boston University. Accessed January 19, 2020. http://hdl.handle.net/2144/13130.

MLA Handbook (7th Edition):

Ren, Dan. “Stochastic optimization and applications in finance.” 2013. Web. 19 Jan 2020.

Vancouver:

Ren D. Stochastic optimization and applications in finance. [Internet] [Doctoral dissertation]. Boston University; 2013. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/2144/13130.

Council of Science Editors:

Ren D. Stochastic optimization and applications in finance. [Doctoral Dissertation]. Boston University; 2013. Available from: http://hdl.handle.net/2144/13130


University of Nevada – Las Vegas

4. Cai, Jiacheng. Numerical Methods for Option Pricing under the Two-Factor Models.

Degree: PhD, Mathematical Sciences, 2017, University of Nevada – Las Vegas

  Pricing options under multi-factor models are challenging and important problems for financial applications. In particular, the closed form solutions are not available for the… (more)

Subjects/Keywords: Applied Mathematics; Corporate Finance; Finance; Finance and Financial Management; Mathematics

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APA (6th Edition):

Cai, J. (2017). Numerical Methods for Option Pricing under the Two-Factor Models. (Doctoral Dissertation). University of Nevada – Las Vegas. Retrieved from https://digitalscholarship.unlv.edu/thesesdissertations/3072

Chicago Manual of Style (16th Edition):

Cai, Jiacheng. “Numerical Methods for Option Pricing under the Two-Factor Models.” 2017. Doctoral Dissertation, University of Nevada – Las Vegas. Accessed January 19, 2020. https://digitalscholarship.unlv.edu/thesesdissertations/3072.

MLA Handbook (7th Edition):

Cai, Jiacheng. “Numerical Methods for Option Pricing under the Two-Factor Models.” 2017. Web. 19 Jan 2020.

Vancouver:

Cai J. Numerical Methods for Option Pricing under the Two-Factor Models. [Internet] [Doctoral dissertation]. University of Nevada – Las Vegas; 2017. [cited 2020 Jan 19]. Available from: https://digitalscholarship.unlv.edu/thesesdissertations/3072.

Council of Science Editors:

Cai J. Numerical Methods for Option Pricing under the Two-Factor Models. [Doctoral Dissertation]. University of Nevada – Las Vegas; 2017. Available from: https://digitalscholarship.unlv.edu/thesesdissertations/3072


University of Oxford

5. Vervuurt, Alexander. On portfolio construction through functional generation.

Degree: PhD, 2016, University of Oxford

 One of the main research questions in financial mathematics is that of portfolio construction: how should one systematically invest their wealth in a financial market?… (more)

Subjects/Keywords: 332.01; Mathematics; Probability theory; Stochastic portfolio theory; Gaussian processes; Optimal transport; Financial mathematics

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APA (6th Edition):

Vervuurt, A. (2016). On portfolio construction through functional generation. (Doctoral Dissertation). University of Oxford. Retrieved from https://ora.ox.ac.uk/objects/uuid:02f2f6c7-06c9-4f66-905a-20b4576f0b87 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730372

Chicago Manual of Style (16th Edition):

Vervuurt, Alexander. “On portfolio construction through functional generation.” 2016. Doctoral Dissertation, University of Oxford. Accessed January 19, 2020. https://ora.ox.ac.uk/objects/uuid:02f2f6c7-06c9-4f66-905a-20b4576f0b87 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730372.

MLA Handbook (7th Edition):

Vervuurt, Alexander. “On portfolio construction through functional generation.” 2016. Web. 19 Jan 2020.

Vancouver:

Vervuurt A. On portfolio construction through functional generation. [Internet] [Doctoral dissertation]. University of Oxford; 2016. [cited 2020 Jan 19]. Available from: https://ora.ox.ac.uk/objects/uuid:02f2f6c7-06c9-4f66-905a-20b4576f0b87 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730372.

Council of Science Editors:

Vervuurt A. On portfolio construction through functional generation. [Doctoral Dissertation]. University of Oxford; 2016. Available from: https://ora.ox.ac.uk/objects/uuid:02f2f6c7-06c9-4f66-905a-20b4576f0b87 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730372


University of Akron

6. Hamburg, Maryanna P. Financial Mathematical Tasks in a Middle School Mathematics Textbook Series: A Content Analysis.

Degree: PhD, Elementary Education, 2009, University of Akron

  This content analysis examined the distribution of financial mathematical tasks(FMTs), mathematical tasks that contain financial terminology and require financiallyrelated solutions, across the National Standards… (more)

Subjects/Keywords: Education; Elementary Education; Home Economics; Literacy; Mathematics; Mathematics Education; Secondary Education; financial literacy education; financial literacy; personal finance; personal finance education; financial mathematical tasks

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APA (6th Edition):

Hamburg, M. P. (2009). Financial Mathematical Tasks in a Middle School Mathematics Textbook Series: A Content Analysis. (Doctoral Dissertation). University of Akron. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=akron1258164585

Chicago Manual of Style (16th Edition):

Hamburg, Maryanna P. “Financial Mathematical Tasks in a Middle School Mathematics Textbook Series: A Content Analysis.” 2009. Doctoral Dissertation, University of Akron. Accessed January 19, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=akron1258164585.

MLA Handbook (7th Edition):

Hamburg, Maryanna P. “Financial Mathematical Tasks in a Middle School Mathematics Textbook Series: A Content Analysis.” 2009. Web. 19 Jan 2020.

Vancouver:

Hamburg MP. Financial Mathematical Tasks in a Middle School Mathematics Textbook Series: A Content Analysis. [Internet] [Doctoral dissertation]. University of Akron; 2009. [cited 2020 Jan 19]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=akron1258164585.

Council of Science Editors:

Hamburg MP. Financial Mathematical Tasks in a Middle School Mathematics Textbook Series: A Content Analysis. [Doctoral Dissertation]. University of Akron; 2009. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=akron1258164585


University of Manchester

7. Broni-Mensah, Edwin. Numerical solutions of weather derivatives and other incomplete market problems.

Degree: PhD, 2012, University of Manchester

 The valuation of weather derivatives is complex since the underlying temperature process has no negotiable price. This thesis introduces a selection of models for the… (more)

Subjects/Keywords: 332; weather derivatives; financial mathematics; computational finance; numerical methods

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APA (6th Edition):

Broni-Mensah, E. (2012). Numerical solutions of weather derivatives and other incomplete market problems. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/numerical-solutions-of-weather-derivatives-and-other-incomplete-market-problems(26fdd9c6-c5dd-4fea-87fe-11537c353ee7).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.553556

Chicago Manual of Style (16th Edition):

Broni-Mensah, Edwin. “Numerical solutions of weather derivatives and other incomplete market problems.” 2012. Doctoral Dissertation, University of Manchester. Accessed January 19, 2020. https://www.research.manchester.ac.uk/portal/en/theses/numerical-solutions-of-weather-derivatives-and-other-incomplete-market-problems(26fdd9c6-c5dd-4fea-87fe-11537c353ee7).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.553556.

MLA Handbook (7th Edition):

Broni-Mensah, Edwin. “Numerical solutions of weather derivatives and other incomplete market problems.” 2012. Web. 19 Jan 2020.

Vancouver:

Broni-Mensah E. Numerical solutions of weather derivatives and other incomplete market problems. [Internet] [Doctoral dissertation]. University of Manchester; 2012. [cited 2020 Jan 19]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/numerical-solutions-of-weather-derivatives-and-other-incomplete-market-problems(26fdd9c6-c5dd-4fea-87fe-11537c353ee7).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.553556.

Council of Science Editors:

Broni-Mensah E. Numerical solutions of weather derivatives and other incomplete market problems. [Doctoral Dissertation]. University of Manchester; 2012. Available from: https://www.research.manchester.ac.uk/portal/en/theses/numerical-solutions-of-weather-derivatives-and-other-incomplete-market-problems(26fdd9c6-c5dd-4fea-87fe-11537c353ee7).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.553556


University of Wisconsin – Milwaukee

8. Yu, Daoping. Statistical Contributions to Operational Risk Modeling.

Degree: PhD, Mathematics, 2016, University of Wisconsin – Milwaukee

  In this dissertation, we focus on statistical aspects of operational risk modeling. Specifically, we are interested in understanding the effects of model uncertainty on… (more)

Subjects/Keywords: Finance and Financial Management; Mathematics; Statistics and Probability

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APA (6th Edition):

Yu, D. (2016). Statistical Contributions to Operational Risk Modeling. (Doctoral Dissertation). University of Wisconsin – Milwaukee. Retrieved from https://dc.uwm.edu/etd/1235

Chicago Manual of Style (16th Edition):

Yu, Daoping. “Statistical Contributions to Operational Risk Modeling.” 2016. Doctoral Dissertation, University of Wisconsin – Milwaukee. Accessed January 19, 2020. https://dc.uwm.edu/etd/1235.

MLA Handbook (7th Edition):

Yu, Daoping. “Statistical Contributions to Operational Risk Modeling.” 2016. Web. 19 Jan 2020.

Vancouver:

Yu D. Statistical Contributions to Operational Risk Modeling. [Internet] [Doctoral dissertation]. University of Wisconsin – Milwaukee; 2016. [cited 2020 Jan 19]. Available from: https://dc.uwm.edu/etd/1235.

Council of Science Editors:

Yu D. Statistical Contributions to Operational Risk Modeling. [Doctoral Dissertation]. University of Wisconsin – Milwaukee; 2016. Available from: https://dc.uwm.edu/etd/1235

9. Aroda, Pavan. Essays in Quantitative Risk Management for Financial Regulation of Operational Risk Models.

Degree: PhD, Mathematics & Statistics, 2017, York University

 An extensive amount of evolving guidance and rules are provided to banks by financial regulators. A particular set of instructions outline requirements to calculate and… (more)

Subjects/Keywords: Mathematics; Operational risk; Risk management; Financial regulation; Scenario analysis; Convolution; Basel II

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APA (6th Edition):

Aroda, P. (2017). Essays in Quantitative Risk Management for Financial Regulation of Operational Risk Models. (Doctoral Dissertation). York University. Retrieved from http://hdl.handle.net/10315/33479

Chicago Manual of Style (16th Edition):

Aroda, Pavan. “Essays in Quantitative Risk Management for Financial Regulation of Operational Risk Models.” 2017. Doctoral Dissertation, York University. Accessed January 19, 2020. http://hdl.handle.net/10315/33479.

MLA Handbook (7th Edition):

Aroda, Pavan. “Essays in Quantitative Risk Management for Financial Regulation of Operational Risk Models.” 2017. Web. 19 Jan 2020.

Vancouver:

Aroda P. Essays in Quantitative Risk Management for Financial Regulation of Operational Risk Models. [Internet] [Doctoral dissertation]. York University; 2017. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/10315/33479.

Council of Science Editors:

Aroda P. Essays in Quantitative Risk Management for Financial Regulation of Operational Risk Models. [Doctoral Dissertation]. York University; 2017. Available from: http://hdl.handle.net/10315/33479


Ohio University

10. Gold, Lindsay A. Teachers’ Perceptions Regarding Financial Literacy in Kindergarten Through Grade 2.

Degree: PhD, Curriculum and Instruction Mathematics Education (Education), 2016, Ohio University

Financial literacy is an important life skill, yet how are we fostering understanding in our youngest students? Unless schools begin instruction on money concepts and… (more)

Subjects/Keywords: Applied Mathematics; Curricula; Early Childhood Education; Education; Educational Theory; Elementary Education; Finance; Literacy; Mathematics; Mathematics Education; Pedagogy; Teacher Education; Teaching; financial literacy; mathematics education; math; elementary; money; skills; concepts; financial skills; financial concepts; early childhood; mixed methods; child development; standards; teaching; manipulatives; Common Core; JumpStart; K-2; primary; state

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APA (6th Edition):

Gold, L. A. (2016). Teachers’ Perceptions Regarding Financial Literacy in Kindergarten Through Grade 2. (Doctoral Dissertation). Ohio University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1470600168

Chicago Manual of Style (16th Edition):

Gold, Lindsay A. “Teachers’ Perceptions Regarding Financial Literacy in Kindergarten Through Grade 2.” 2016. Doctoral Dissertation, Ohio University. Accessed January 19, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1470600168.

MLA Handbook (7th Edition):

Gold, Lindsay A. “Teachers’ Perceptions Regarding Financial Literacy in Kindergarten Through Grade 2.” 2016. Web. 19 Jan 2020.

Vancouver:

Gold LA. Teachers’ Perceptions Regarding Financial Literacy in Kindergarten Through Grade 2. [Internet] [Doctoral dissertation]. Ohio University; 2016. [cited 2020 Jan 19]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1470600168.

Council of Science Editors:

Gold LA. Teachers’ Perceptions Regarding Financial Literacy in Kindergarten Through Grade 2. [Doctoral Dissertation]. Ohio University; 2016. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1470600168

11. Hajji, Kaouther. Accélération de la méthode de Monte Carlo pour des processus de diffusions et applications en Finance : Improved Monte Carlo method for diffusion processes and applications in Finance.

Degree: Docteur es, Mathématiques, 2014, Paris 13

Dans cette thèse, on s’intéresse à la combinaison des méthodes de réduction de variance et de réduction de la complexité de la méthode Monte Carlo.… (more)

Subjects/Keywords: Mathématiques financières; Robbins-Monro; Schéma d'Euler; Modèle de Heston; Transformation d'Esscher; Financial mathematics; Robbins-Monro; Euler scheme; Heston model; Esscher transform

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APA (6th Edition):

Hajji, K. (2014). Accélération de la méthode de Monte Carlo pour des processus de diffusions et applications en Finance : Improved Monte Carlo method for diffusion processes and applications in Finance. (Doctoral Dissertation). Paris 13. Retrieved from http://www.theses.fr/2014PA132054

Chicago Manual of Style (16th Edition):

Hajji, Kaouther. “Accélération de la méthode de Monte Carlo pour des processus de diffusions et applications en Finance : Improved Monte Carlo method for diffusion processes and applications in Finance.” 2014. Doctoral Dissertation, Paris 13. Accessed January 19, 2020. http://www.theses.fr/2014PA132054.

MLA Handbook (7th Edition):

Hajji, Kaouther. “Accélération de la méthode de Monte Carlo pour des processus de diffusions et applications en Finance : Improved Monte Carlo method for diffusion processes and applications in Finance.” 2014. Web. 19 Jan 2020.

Vancouver:

Hajji K. Accélération de la méthode de Monte Carlo pour des processus de diffusions et applications en Finance : Improved Monte Carlo method for diffusion processes and applications in Finance. [Internet] [Doctoral dissertation]. Paris 13; 2014. [cited 2020 Jan 19]. Available from: http://www.theses.fr/2014PA132054.

Council of Science Editors:

Hajji K. Accélération de la méthode de Monte Carlo pour des processus de diffusions et applications en Finance : Improved Monte Carlo method for diffusion processes and applications in Finance. [Doctoral Dissertation]. Paris 13; 2014. Available from: http://www.theses.fr/2014PA132054


University of Wisconsin – Milwaukee

12. Beer, Charles William. A Stochastic Control Model for Electricity Producers.

Degree: PhD, Mathematics, 2019, University of Wisconsin – Milwaukee

  Modern electricity pricing models include a strong reversion to a long run mean and a number of non-local operators to encapsulate the discontinuous price… (more)

Subjects/Keywords: non-local; non-local processes; partial integro-differential; PIDE; stochastic control; viscosity solution; Finance and Financial Management; Mathematics

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APA (6th Edition):

Beer, C. W. (2019). A Stochastic Control Model for Electricity Producers. (Doctoral Dissertation). University of Wisconsin – Milwaukee. Retrieved from https://dc.uwm.edu/etd/2044

Chicago Manual of Style (16th Edition):

Beer, Charles William. “A Stochastic Control Model for Electricity Producers.” 2019. Doctoral Dissertation, University of Wisconsin – Milwaukee. Accessed January 19, 2020. https://dc.uwm.edu/etd/2044.

MLA Handbook (7th Edition):

Beer, Charles William. “A Stochastic Control Model for Electricity Producers.” 2019. Web. 19 Jan 2020.

Vancouver:

Beer CW. A Stochastic Control Model for Electricity Producers. [Internet] [Doctoral dissertation]. University of Wisconsin – Milwaukee; 2019. [cited 2020 Jan 19]. Available from: https://dc.uwm.edu/etd/2044.

Council of Science Editors:

Beer CW. A Stochastic Control Model for Electricity Producers. [Doctoral Dissertation]. University of Wisconsin – Milwaukee; 2019. Available from: https://dc.uwm.edu/etd/2044


University of Washington

13. Adamson, Blythe. Mathematical Models to Evaluate the Clinical and Economic Impact of Biomedical HIV Prevention Strategies in the United States.

Degree: PhD, 2018, University of Washington

 As the marginal clinical impact returns on innovations to treat and prevent HIV diminish, strategic investments are required for timely and efficient HIV eradication. The… (more)

Subjects/Keywords: cost-effectiveness; financial incentives; HIV prevention; mathematical modeling; pharmacoeconomics; vaccines; Pharmaceutical sciences; Economics; Applied mathematics; Pharmaceutics

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APA (6th Edition):

Adamson, B. (2018). Mathematical Models to Evaluate the Clinical and Economic Impact of Biomedical HIV Prevention Strategies in the United States. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/42086

Chicago Manual of Style (16th Edition):

Adamson, Blythe. “Mathematical Models to Evaluate the Clinical and Economic Impact of Biomedical HIV Prevention Strategies in the United States.” 2018. Doctoral Dissertation, University of Washington. Accessed January 19, 2020. http://hdl.handle.net/1773/42086.

MLA Handbook (7th Edition):

Adamson, Blythe. “Mathematical Models to Evaluate the Clinical and Economic Impact of Biomedical HIV Prevention Strategies in the United States.” 2018. Web. 19 Jan 2020.

Vancouver:

Adamson B. Mathematical Models to Evaluate the Clinical and Economic Impact of Biomedical HIV Prevention Strategies in the United States. [Internet] [Doctoral dissertation]. University of Washington; 2018. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/1773/42086.

Council of Science Editors:

Adamson B. Mathematical Models to Evaluate the Clinical and Economic Impact of Biomedical HIV Prevention Strategies in the United States. [Doctoral Dissertation]. University of Washington; 2018. Available from: http://hdl.handle.net/1773/42086

14. Sun, Xudong. Empirical Studies on Interest Rate Derivatives.

Degree: PhD, Mathematical Sciences, 2014, University of Nevada – Las Vegas

  Interest rate models are the building blocks of financial market and the interest rate derivatives market is the largest derivatives market in the world.… (more)

Subjects/Keywords: Applied Mathematics; Corporate Finance; Finance; Finance and Financial Management; Mathematics

…bond. The Securities and Financial Markets Association (SIFMA) classies the bond… 

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APA (6th Edition):

Sun, X. (2014). Empirical Studies on Interest Rate Derivatives. (Doctoral Dissertation). University of Nevada – Las Vegas. Retrieved from https://digitalscholarship.unlv.edu/thesesdissertations/2303

Chicago Manual of Style (16th Edition):

Sun, Xudong. “Empirical Studies on Interest Rate Derivatives.” 2014. Doctoral Dissertation, University of Nevada – Las Vegas. Accessed January 19, 2020. https://digitalscholarship.unlv.edu/thesesdissertations/2303.

MLA Handbook (7th Edition):

Sun, Xudong. “Empirical Studies on Interest Rate Derivatives.” 2014. Web. 19 Jan 2020.

Vancouver:

Sun X. Empirical Studies on Interest Rate Derivatives. [Internet] [Doctoral dissertation]. University of Nevada – Las Vegas; 2014. [cited 2020 Jan 19]. Available from: https://digitalscholarship.unlv.edu/thesesdissertations/2303.

Council of Science Editors:

Sun X. Empirical Studies on Interest Rate Derivatives. [Doctoral Dissertation]. University of Nevada – Las Vegas; 2014. Available from: https://digitalscholarship.unlv.edu/thesesdissertations/2303


University of Oxford

15. Wilson, Linus. Essays on the financial governance of firms.

Degree: 2007, University of Oxford

 Four essays, or chapters, model the capital structure, governance, and investment decisions as part of a sequential game. Each chapter is separate in its context,… (more)

Subjects/Keywords: 338.6041; Financial economics : Industrial economics : Game theory,economics,social and behavioral sciences (mathematics) : Finance : bankrupcy : capital structure : CEO pay : debt : firm entry : firm exit : professional partnerships : unions

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APA (6th Edition):

Wilson, L. (2007). Essays on the financial governance of firms. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:d7b12d53-d530-438e-bbe6-366d356ac37f ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.487157

Chicago Manual of Style (16th Edition):

Wilson, Linus. “Essays on the financial governance of firms.” 2007. Doctoral Dissertation, University of Oxford. Accessed January 19, 2020. http://ora.ox.ac.uk/objects/uuid:d7b12d53-d530-438e-bbe6-366d356ac37f ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.487157.

MLA Handbook (7th Edition):

Wilson, Linus. “Essays on the financial governance of firms.” 2007. Web. 19 Jan 2020.

Vancouver:

Wilson L. Essays on the financial governance of firms. [Internet] [Doctoral dissertation]. University of Oxford; 2007. [cited 2020 Jan 19]. Available from: http://ora.ox.ac.uk/objects/uuid:d7b12d53-d530-438e-bbe6-366d356ac37f ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.487157.

Council of Science Editors:

Wilson L. Essays on the financial governance of firms. [Doctoral Dissertation]. University of Oxford; 2007. Available from: http://ora.ox.ac.uk/objects/uuid:d7b12d53-d530-438e-bbe6-366d356ac37f ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.487157

16. Broni-Mensah, Edwin. Numerical solutions of Weather Derivatives and other incomplete market problems.

Degree: 2012, University of Manchester

 The valuation of weather derivatives is complex since the underlying temperature process has no negotiable price. This thesis introduces a selection of models for the… (more)

Subjects/Keywords: weather derivatives; financial mathematics; computational finance; numerical methods

…introducing me to the Financial Mathematics PhD group when I was considering what area of research… …2.4 Illustrative links between weather and financial Risk. Source: Climetrix, Risk… …spending countless hours with me discussing various financial topics; Sebastian Law for… …crucial to the financial performance of numerous industries (Dutton, 2002). As… …financial contracts to minimise their exposure to weather risk. This has given rise to new 26… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Broni-Mensah, E. (2012). Numerical solutions of Weather Derivatives and other incomplete market problems. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:161717

Chicago Manual of Style (16th Edition):

Broni-Mensah, Edwin. “Numerical solutions of Weather Derivatives and other incomplete market problems.” 2012. Doctoral Dissertation, University of Manchester. Accessed January 19, 2020. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:161717.

MLA Handbook (7th Edition):

Broni-Mensah, Edwin. “Numerical solutions of Weather Derivatives and other incomplete market problems.” 2012. Web. 19 Jan 2020.

Vancouver:

Broni-Mensah E. Numerical solutions of Weather Derivatives and other incomplete market problems. [Internet] [Doctoral dissertation]. University of Manchester; 2012. [cited 2020 Jan 19]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:161717.

Council of Science Editors:

Broni-Mensah E. Numerical solutions of Weather Derivatives and other incomplete market problems. [Doctoral Dissertation]. University of Manchester; 2012. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:161717

17. Yu, Xiang. Analysis of new sentiment and its application to finance.

Degree: PhD, 2014, Brunel University

 We report our investigation of how news stories influence the behaviour of tradable financial assets, in particular, equities. We consider the established methods of turning… (more)

Subjects/Keywords: 658.15; News analytics; Predictive modelling; Financial mathematics; Behavioural finance

…the applications of news sentiment in a financial context. Particular attention is directed… …distributed with the aim of moving markets to produce financial gain for the person. This is known… …and pursuit of EMH as the underlying reason for the recent global financial crisis (… …financial crisis revealed an impact of news on 10 market activity and volatility for four of… …analytics utilises many areas of mathematics and computer science to summarize and classify public… 

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APA (6th Edition):

Yu, X. (2014). Analysis of new sentiment and its application to finance. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/9062 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.619493

Chicago Manual of Style (16th Edition):

Yu, Xiang. “Analysis of new sentiment and its application to finance.” 2014. Doctoral Dissertation, Brunel University. Accessed January 19, 2020. http://bura.brunel.ac.uk/handle/2438/9062 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.619493.

MLA Handbook (7th Edition):

Yu, Xiang. “Analysis of new sentiment and its application to finance.” 2014. Web. 19 Jan 2020.

Vancouver:

Yu X. Analysis of new sentiment and its application to finance. [Internet] [Doctoral dissertation]. Brunel University; 2014. [cited 2020 Jan 19]. Available from: http://bura.brunel.ac.uk/handle/2438/9062 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.619493.

Council of Science Editors:

Yu X. Analysis of new sentiment and its application to finance. [Doctoral Dissertation]. Brunel University; 2014. Available from: http://bura.brunel.ac.uk/handle/2438/9062 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.619493

18. Law, Chi Wai. A pure-jump market-making model for high-frequency trading.

Degree: PhD, Statistics, 2015, Purdue University

  We propose a new market-making model which incorporates a number of realistic features relevant for high-frequency trading. In particular, we model the dependency structure… (more)

Subjects/Keywords: Finance and Financial Management; Mathematics; Statistics and Probability

…of various market participants in the financial exchanges. The early models [5–8]… …con- text of high-frequency trading. 1. In modern financial exchanges, prices are only… …suitable to model High-Frequency (HF) financial data. A standard approach commonly used… …current research in HF financial data modeling, concentrates on the use of the so-called with… 

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APA (6th Edition):

Law, C. W. (2015). A pure-jump market-making model for high-frequency trading. (Doctoral Dissertation). Purdue University. Retrieved from https://docs.lib.purdue.edu/open_access_dissertations/496

Chicago Manual of Style (16th Edition):

Law, Chi Wai. “A pure-jump market-making model for high-frequency trading.” 2015. Doctoral Dissertation, Purdue University. Accessed January 19, 2020. https://docs.lib.purdue.edu/open_access_dissertations/496.

MLA Handbook (7th Edition):

Law, Chi Wai. “A pure-jump market-making model for high-frequency trading.” 2015. Web. 19 Jan 2020.

Vancouver:

Law CW. A pure-jump market-making model for high-frequency trading. [Internet] [Doctoral dissertation]. Purdue University; 2015. [cited 2020 Jan 19]. Available from: https://docs.lib.purdue.edu/open_access_dissertations/496.

Council of Science Editors:

Law CW. A pure-jump market-making model for high-frequency trading. [Doctoral Dissertation]. Purdue University; 2015. Available from: https://docs.lib.purdue.edu/open_access_dissertations/496


University of Florida

19. Swearingen, Michael C. ( Dissertant ). The risk-spread option in a potential theoretic framework.

Degree: PhD, Mathematics, 2000, University of Florida

 A fixed-income economy, which includes defaultable securities, is developed through a potential theoretic approach to modeling the spot rate of interest. Under the assumption of… (more)

Subjects/Keywords: Arbitrage; Cauchy problem; Finance; Financial bonds; Financial portfolios; Interest rates; Investors; Martingales; Mathematics; Prices

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APA (6th Edition):

Swearingen, M. C. (. D. ). (2000). The risk-spread option in a potential theoretic framework. (Doctoral Dissertation). University of Florida. Retrieved from http://ufdc.ufl.edu/UF00100683

Chicago Manual of Style (16th Edition):

Swearingen, Michael C ( Dissertant ). “The risk-spread option in a potential theoretic framework.” 2000. Doctoral Dissertation, University of Florida. Accessed January 19, 2020. http://ufdc.ufl.edu/UF00100683.

MLA Handbook (7th Edition):

Swearingen, Michael C ( Dissertant ). “The risk-spread option in a potential theoretic framework.” 2000. Web. 19 Jan 2020.

Vancouver:

Swearingen MC(D). The risk-spread option in a potential theoretic framework. [Internet] [Doctoral dissertation]. University of Florida; 2000. [cited 2020 Jan 19]. Available from: http://ufdc.ufl.edu/UF00100683.

Council of Science Editors:

Swearingen MC(D). The risk-spread option in a potential theoretic framework. [Doctoral Dissertation]. University of Florida; 2000. Available from: http://ufdc.ufl.edu/UF00100683


ETH Zürich

20. Vukelja, Mirjana. Utility maximization in an illiquid market.

Degree: 2014, ETH Zürich

Subjects/Keywords: LIQUIDITY RISK (FINANCE); LIQUIDITÄTSRISIKO (FINANZEN); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; FINANCIAL MARKETS; FINANZMÄRKTE; info:eu-repo/classification/ddc/330; info:eu-repo/classification/ddc/510; Economics; Mathematics

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APA (6th Edition):

Vukelja, M. (2014). Utility maximization in an illiquid market. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/90320

Chicago Manual of Style (16th Edition):

Vukelja, Mirjana. “Utility maximization in an illiquid market.” 2014. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/90320.

MLA Handbook (7th Edition):

Vukelja, Mirjana. “Utility maximization in an illiquid market.” 2014. Web. 19 Jan 2020.

Vancouver:

Vukelja M. Utility maximization in an illiquid market. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/90320.

Council of Science Editors:

Vukelja M. Utility maximization in an illiquid market. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/90320


ETH Zürich

21. Yan, Wanfeng. Identification and forecasts of financial bubbles.

Degree: 2011, ETH Zürich

Subjects/Keywords: FINANCIAL CRISIS; SPECULATIVE TRADING; FINANCIAL MARKETS; FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; INVESTMENT DECISIONS; FINANZKRISEN; SPEKULATIONSHANDEL; FINANZMÄRKTE; FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; INVESTITIONSENTSCHEIDE; info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/330; Mathematics; Economics

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APA (6th Edition):

Yan, W. (2011). Identification and forecasts of financial bubbles. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/152934

Chicago Manual of Style (16th Edition):

Yan, Wanfeng. “Identification and forecasts of financial bubbles.” 2011. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/152934.

MLA Handbook (7th Edition):

Yan, Wanfeng. “Identification and forecasts of financial bubbles.” 2011. Web. 19 Jan 2020.

Vancouver:

Yan W. Identification and forecasts of financial bubbles. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/152934.

Council of Science Editors:

Yan W. Identification and forecasts of financial bubbles. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/152934


ETH Zürich

22. Ṥikić, Mario. Market models beyond the standard setup.

Degree: 2015, ETH Zürich

Subjects/Keywords: FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; FINANCIAL MARKETS; PORTFOLIO SELECTION (OPERATIONS RESEARCH); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; FINANZMÄRKTE; PORTFOLIOTHEORIE (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/330; info:eu-repo/classification/ddc/510; Economics; Mathematics

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APA (6th Edition):

Ṥikić, M. (2015). Market models beyond the standard setup. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/155737

Chicago Manual of Style (16th Edition):

Ṥikić, Mario. “Market models beyond the standard setup.” 2015. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/155737.

MLA Handbook (7th Edition):

Ṥikić, Mario. “Market models beyond the standard setup.” 2015. Web. 19 Jan 2020.

Vancouver:

Ṥikić M. Market models beyond the standard setup. [Internet] [Doctoral dissertation]. ETH Zürich; 2015. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/155737.

Council of Science Editors:

Ṥikić M. Market models beyond the standard setup. [Doctoral Dissertation]. ETH Zürich; 2015. Available from: http://hdl.handle.net/20.500.11850/155737


ETH Zürich

23. Gökay, Selim. Pricing and hedging in a discrete-time illiquid market.

Degree: 2011, ETH Zürich

Subjects/Keywords: HEDGING (FINANCIAL MATHEMATICS); PROBABILITY THEORY AND STOCHASTIC PROCESSES (MATHEMATICS); ASSET ALLOCATION (INVESTMENT STRATEGIES); KURSSICHERUNG (FINANZMATHEMATIK); WAHRSCHEINLICHKEITSTHEORIE UND STOCHASTISCHE PROZESSE (MATHEMATIK); PORTFOLIO-STRUKTURIERUNG (ANLAGESTRATEGIEN); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/330; Mathematics; Economics

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APA (6th Edition):

Gökay, S. (2011). Pricing and hedging in a discrete-time illiquid market. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/152967

Chicago Manual of Style (16th Edition):

Gökay, Selim. “Pricing and hedging in a discrete-time illiquid market.” 2011. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/152967.

MLA Handbook (7th Edition):

Gökay, Selim. “Pricing and hedging in a discrete-time illiquid market.” 2011. Web. 19 Jan 2020.

Vancouver:

Gökay S. Pricing and hedging in a discrete-time illiquid market. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/152967.

Council of Science Editors:

Gökay S. Pricing and hedging in a discrete-time illiquid market. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/152967


ETH Zürich

24. Herdegen, Martin P.G. Numéraire-Independent Modelling of Financial Markets.

Degree: 2014, ETH Zürich

Subjects/Keywords: ARBITRAGE THEORY (OPERATIONS RESEARCH); SPEKULATIONSHANDEL; FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY); GELD + WÄHRUNG; STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG); SPECULATIVE TRADING; FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; FINANCIAL MARKETS; MONEY + CURRENCY; FINANZMÄRKTE; ARBITRAGETHEORIE (OPERATIONS RESEARCH); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Herdegen, M. P. G. (2014). Numéraire-Independent Modelling of Financial Markets. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/93498

Chicago Manual of Style (16th Edition):

Herdegen, Martin P G. “Numéraire-Independent Modelling of Financial Markets.” 2014. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/93498.

MLA Handbook (7th Edition):

Herdegen, Martin P G. “Numéraire-Independent Modelling of Financial Markets.” 2014. Web. 19 Jan 2020.

Vancouver:

Herdegen MPG. Numéraire-Independent Modelling of Financial Markets. [Internet] [Doctoral dissertation]. ETH Zürich; 2014. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/93498.

Council of Science Editors:

Herdegen MPG. Numéraire-Independent Modelling of Financial Markets. [Doctoral Dissertation]. ETH Zürich; 2014. Available from: http://hdl.handle.net/20.500.11850/93498


ETH Zürich

25. Jakobsons, Edgars. Dependence Uncertainty Bounds and Optimization of Aggregate Risk.

Degree: 2016, ETH Zürich

Subjects/Keywords: OPTIMIERUNGSMODELLE (OPERATIONS RESEARCH); OPTIMIZATION MODELS (OPERATIONS RESEARCH); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); ABHÄNGIGKEITSMASSE (WAHRSCHEINLICHKEITSRECHNUNG); DEPENDENCE MEASURES (PROBABILITY THEORY); PORTFOLIOTHEORIE (OPERATIONS RESEARCH); PORTFOLIO SELECTION (OPERATIONS RESEARCH); FINANZRISIKO (FINANZEN); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); FINANCIAL RISK (FINANCE); info:eu-repo/classification/ddc/510; Mathematics

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APA (6th Edition):

Jakobsons, E. (2016). Dependence Uncertainty Bounds and Optimization of Aggregate Risk. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/116413

Chicago Manual of Style (16th Edition):

Jakobsons, Edgars. “Dependence Uncertainty Bounds and Optimization of Aggregate Risk.” 2016. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/116413.

MLA Handbook (7th Edition):

Jakobsons, Edgars. “Dependence Uncertainty Bounds and Optimization of Aggregate Risk.” 2016. Web. 19 Jan 2020.

Vancouver:

Jakobsons E. Dependence Uncertainty Bounds and Optimization of Aggregate Risk. [Internet] [Doctoral dissertation]. ETH Zürich; 2016. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/116413.

Council of Science Editors:

Jakobsons E. Dependence Uncertainty Bounds and Optimization of Aggregate Risk. [Doctoral Dissertation]. ETH Zürich; 2016. Available from: http://hdl.handle.net/20.500.11850/116413


ETH Zürich

26. Filipović, Damir. Consistency problems for HJM interest rate models.

Degree: 2000, ETH Zürich

Subjects/Keywords: FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; ZINSSATZ; STOCHASTISCHE DIFFERENTIALGLEICHUNGEN (WAHRSCHEINLICHKEITSRECHNUNG); UNENDLICHE DIMENSION (TOPOLOGIE); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; INTEREST RATE; STOCHASTIC DIFFERENTIAL EQUATIONS (PROBABILITY THEORY); INFINITE DIMENSION (TOPOLOGY); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/330; Mathematics; Economics

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APA (6th Edition):

Filipović, D. (2000). Consistency problems for HJM interest rate models. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/144529

Chicago Manual of Style (16th Edition):

Filipović, Damir. “Consistency problems for HJM interest rate models.” 2000. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/144529.

MLA Handbook (7th Edition):

Filipović, Damir. “Consistency problems for HJM interest rate models.” 2000. Web. 19 Jan 2020.

Vancouver:

Filipović D. Consistency problems for HJM interest rate models. [Internet] [Doctoral dissertation]. ETH Zürich; 2000. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/144529.

Council of Science Editors:

Filipović D. Consistency problems for HJM interest rate models. [Doctoral Dissertation]. ETH Zürich; 2000. Available from: http://hdl.handle.net/20.500.11850/144529


ETH Zürich

27. Czichowsky, Christoph Johannes. Mean-variance portfolio optimisation: trading constraints and time consistency.

Degree: 2011, ETH Zürich

Subjects/Keywords: PORTFOLIO SELECTION (OPERATIONS RESEARCH); FINANCIAL MATHEMATICS + MATHEMATICAL ECONOMICS; INVESTMENT MANAGEMENT; PORTFOLIOTHEORIE (OPERATIONS RESEARCH); FINANZMATHEMATIK + WIRTSCHAFTSMATHEMATIK; VERMÖGENSVERWALTUNG; info:eu-repo/classification/ddc/330; info:eu-repo/classification/ddc/510; Economics; Mathematics

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APA (6th Edition):

Czichowsky, C. J. (2011). Mean-variance portfolio optimisation: trading constraints and time consistency. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/152819

Chicago Manual of Style (16th Edition):

Czichowsky, Christoph Johannes. “Mean-variance portfolio optimisation: trading constraints and time consistency.” 2011. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/152819.

MLA Handbook (7th Edition):

Czichowsky, Christoph Johannes. “Mean-variance portfolio optimisation: trading constraints and time consistency.” 2011. Web. 19 Jan 2020.

Vancouver:

Czichowsky CJ. Mean-variance portfolio optimisation: trading constraints and time consistency. [Internet] [Doctoral dissertation]. ETH Zürich; 2011. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/152819.

Council of Science Editors:

Czichowsky CJ. Mean-variance portfolio optimisation: trading constraints and time consistency. [Doctoral Dissertation]. ETH Zürich; 2011. Available from: http://hdl.handle.net/20.500.11850/152819


University of Oxford

28. Burgos, Sylvestre Jean-Baptiste Louis. The computation of Greeks with multilevel Monte Carlo.

Degree: PhD, 2014, University of Oxford

 In mathematical finance, the sensitivities of option prices to various market parameters, also known as the “Greeks”, reflect the exposure to different sources of risk.… (more)

Subjects/Keywords: 518; Mathematics; Mathematical finance; Numerical analysis; Probability theory and stochastic processes; Monte Carlo simulations; multilevel Monte Carlo; Option pricing; Computational complexity; simulation; Greeks; Risk; Financial derivatives; stochastic differential equations; Differentiation of stochastic processes; pathwise sensitivities; European options; Asian options; Lookback options; Barrier options; Binary options; Digital options; Vibrato Monte Carlo; Sensitivities of SDE solutions

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APA (6th Edition):

Burgos, S. J. L. (2014). The computation of Greeks with multilevel Monte Carlo. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627867

Chicago Manual of Style (16th Edition):

Burgos, Sylvestre Jean-Baptiste Louis. “The computation of Greeks with multilevel Monte Carlo.” 2014. Doctoral Dissertation, University of Oxford. Accessed January 19, 2020. http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627867.

MLA Handbook (7th Edition):

Burgos, Sylvestre Jean-Baptiste Louis. “The computation of Greeks with multilevel Monte Carlo.” 2014. Web. 19 Jan 2020.

Vancouver:

Burgos SJL. The computation of Greeks with multilevel Monte Carlo. [Internet] [Doctoral dissertation]. University of Oxford; 2014. [cited 2020 Jan 19]. Available from: http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627867.

Council of Science Editors:

Burgos SJL. The computation of Greeks with multilevel Monte Carlo. [Doctoral Dissertation]. University of Oxford; 2014. Available from: http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627867


ETH Zürich

29. Höing, Andrea. Topics in risk management for insurance and finance: ruin and dependence.

Degree: 2005, ETH Zürich

Subjects/Keywords: RISIKOANALYSE (OPERATIONS RESEARCH); RUINWAHRSCHEINLICHKEIT (WAHRSCHEINLICHKEITSRECHNUNG); MARKOVPROZESSE (WAHRSCHEINLICHKEITSRECHNUNG); VALUE-AT-RISK-MODELLE (FINANZMATHEMATIK); RISK ANALYSIS (OPERATIONS RESEARCH); RUIN PROBABILITY (PROBABILITY THEORY); MARKOV PROCESSES (PROBABILITY THEORY); VALUE-AT-RISK MODELS (FINANCIAL MATHEMATICS); info:eu-repo/classification/ddc/510; info:eu-repo/classification/ddc/510; Mathematics; Mathematics

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APA (6th Edition):

Höing, A. (2005). Topics in risk management for insurance and finance: ruin and dependence. (Doctoral Dissertation). ETH Zürich. Retrieved from http://hdl.handle.net/20.500.11850/148887

Chicago Manual of Style (16th Edition):

Höing, Andrea. “Topics in risk management for insurance and finance: ruin and dependence.” 2005. Doctoral Dissertation, ETH Zürich. Accessed January 19, 2020. http://hdl.handle.net/20.500.11850/148887.

MLA Handbook (7th Edition):

Höing, Andrea. “Topics in risk management for insurance and finance: ruin and dependence.” 2005. Web. 19 Jan 2020.

Vancouver:

Höing A. Topics in risk management for insurance and finance: ruin and dependence. [Internet] [Doctoral dissertation]. ETH Zürich; 2005. [cited 2020 Jan 19]. Available from: http://hdl.handle.net/20.500.11850/148887.

Council of Science Editors:

Höing A. Topics in risk management for insurance and finance: ruin and dependence. [Doctoral Dissertation]. ETH Zürich; 2005. Available from: http://hdl.handle.net/20.500.11850/148887

30. Jeong, Jaehwan. Indefinite Knapsack Separable Quadratic Programming: Methods and Applications.

Degree: 2014, University of Tennessee – Knoxville

 Quadratic programming (QP) has received significant consideration due to an extensive list of applications. Although polynomial time algorithms for the convex case have been developed,… (more)

Subjects/Keywords: Optimization; Quadratic programming; Indefinite; Global optimization; Portfolio selection; Finance and Financial Management; Management Sciences and Quantitative Methods; Other Mathematics; Portfolio and Security Analysis; Theory and Algorithms

…root finding methods are also discussed. 1 See a book, “Numerical Mathematics” by Quarteroni… 

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APA (6th Edition):

Jeong, J. (2014). Indefinite Knapsack Separable Quadratic Programming: Methods and Applications. (Doctoral Dissertation). University of Tennessee – Knoxville. Retrieved from https://trace.tennessee.edu/utk_graddiss/2704

Chicago Manual of Style (16th Edition):

Jeong, Jaehwan. “Indefinite Knapsack Separable Quadratic Programming: Methods and Applications.” 2014. Doctoral Dissertation, University of Tennessee – Knoxville. Accessed January 19, 2020. https://trace.tennessee.edu/utk_graddiss/2704.

MLA Handbook (7th Edition):

Jeong, Jaehwan. “Indefinite Knapsack Separable Quadratic Programming: Methods and Applications.” 2014. Web. 19 Jan 2020.

Vancouver:

Jeong J. Indefinite Knapsack Separable Quadratic Programming: Methods and Applications. [Internet] [Doctoral dissertation]. University of Tennessee – Knoxville; 2014. [cited 2020 Jan 19]. Available from: https://trace.tennessee.edu/utk_graddiss/2704.

Council of Science Editors:

Jeong J. Indefinite Knapsack Separable Quadratic Programming: Methods and Applications. [Doctoral Dissertation]. University of Tennessee – Knoxville; 2014. Available from: https://trace.tennessee.edu/utk_graddiss/2704

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