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http://arks.princeton.edu/ark:/88435/dsp01db78tf14d| Title: | Analytical Approaches to Calculating Value-at-Risk of a Quadratic Approximation of a Stock and Options Portfolio |
| Authors: | Wang, Daniel Xiaochen |
| Advisors: | Cheridito, Patrick |
| Department: | Mathematics |
| Class Year: | 2012 |
| Extent: | 86 Pages |
| Other Identifiers: | 27327 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp01db78tf14d |
| Location : | This thesis can be viewed in person at the Mudd Manuscript Library. To order a copy complete the Senior Thesis Request Form. For more information contact mudd@princeton.edu. |
| Type of Material: | Princeton University Senior Theses |
| Appears in Collections: | Mathematics, 1934-2020 |
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