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Level: doctoral ^{❌}

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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

URL: http://hdl.handle.net/2142/98288

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://doi.org/10.7916/D82F80R1

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/2144/13130

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://digitalscholarship.unlv.edu/thesesdissertations/3072

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://ora.ox.ac.uk/objects/uuid:02f2f6c7-06c9-4f66-905a-20b4576f0b87 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.730372

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

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

URL: http://rave.ohiolink.edu/etdc/view?acc_num=akron1258164585

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: 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

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://dc.uwm.edu/etd/1235

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/10315/33479

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://rave.ohiolink.edu/etdc/view?acc_num=ohiou1470600168

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.theses.fr/2014PA132054

►

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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://dc.uwm.edu/etd/2044

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/1773/42086

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://digitalscholarship.unlv.edu/thesesdissertations/2303

► 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…

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ora.ox.ac.uk/objects/uuid:d7b12d53-d530-438e-bbe6-366d356ac37f ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.487157

► 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

Record Details Similar Records

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APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:161717

► 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 (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://bura.brunel.ac.uk/handle/2438/9062 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.619493

► 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…

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://docs.lib.purdue.edu/open_access_dissertations/496

► 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…

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ufdc.ufl.edu/UF00100683

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/90320

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/152934

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/155737

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/152967

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/93498

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/116413

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/144529

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/152819

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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://ora.ox.ac.uk/objects/uuid:6453a93b-9daf-4bfe-8c77-9cd6802f77dd ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.627867

► 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

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: http://hdl.handle.net/20.500.11850/148887

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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

URL: https://trace.tennessee.edu/utk_graddiss/2704

► 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…

Record Details Similar Records

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

APA (6^{th} 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 (16^{th} 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 (7^{th} 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