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Analysis of the dependence structure for time series of hedge funds returns
Title
Analysis of the dependence structure for time series of hedge funds returns
Date
2011
Author(s)
Zhu, He (Author), Escobar, Marcos (Thesis advisor), Ferrando, Sebastian (Thesis advisor), Ryerson University (Degree granting institution)
Subject(s)
Hedge funds -- Mathematical models, Time-series analysis -- Mathematical models
Program
Applied Mathematics
Degree
Master of Science
The method of images in the pricing of barrier derivatives in three dimensions
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
Pricing spread options under Levy jump-diffusion models
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