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Date
(1 - 6 of 6)
Title
Pricing and hedging tools for spread option contracts
Date
2014
Author(s)
Klyueva, Ekaterina (Author)
,
Ryerson University (Degree granting institution)
Subject(s)
Options (Finance) -- Prices -- Mathematical models
,
Hedging (Finance) -- Mathematical models
,
Finance -- Mathematical models
Program
Applied Mathematics
Degree
Master of Applied Science
Title
Financial time series volatility analysis using Gaussian process state-space models
Date
2015
Author(s)
Ryerson University (Degree granting institution)
,
Han, Jianan (Author)
Subject(s)
Time-series analysis
,
Gaussian processes
,
Stochastic processes
,
Finance -- Mathematical models
Program
Electrical and Computer Engineering
Degree
Master of Applied Science
Title
The method of images in the pricing of barrier derivatives in three dimensions
Date
2011
Author(s)
Wen, Xianzhang (Author)
,
Escobar, Marcos (Thesis advisor)
,
Ferrando, Sebastian (Thesis advisor)
,
Ryerson University (Degree granting institution)
Subject(s)
Finance -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Title
Pricing spread options under Levy jump-diffusion models
Date
2011
Author(s)
Cane, Matthew (Author)
,
Olivares, Pablo (Thesis advisor)
,
Escobar, Marcos (Thesis advisor)
,
Ryerson University (Degree granting institution)
Subject(s)
Options (Finance) -- Mathematical models
,
Options (Finance) -- Prices -- Mathematical models
,
Lévy processes
,
Finance -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Title
Rearrangement Algorithm in Risk Aggregation
Date
2017
Author(s)
Ryerson University (Degree granting institution)
,
Thomas, Alex (Author)
Subject(s)
Mathematics -- Research
,
Finance -- Mathematical models
,
Financial risk management -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
Title
Financial frictions and durable goods in DSGE models with sticky prices
Date
2018
Author(s)
Ryerson University (Degree granting institution)
,
Emenogu, Ugochi (Author)
,
Michelis, Leo (Degree supervisor)
Subject(s)
Finance -- Econometric models
,
Finance -- Mathematical models
,
Econometrics
,
Money
,
Prices -- Econometric models
,
Equilibrium (Economics) -- Mathematical models
Program
Economics
Degree
Doctor of Philosophy