Numerical Studies for CVA with DWR and Portfolio Optimization with Mixed Normal Distribution

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dc.contributor.advisorWei Chen, Co-Chairen_US
dc.contributor.advisorTao Pang, Co-Chairen_US
dc.contributor.advisorZhilin Li, Graduate School Representativeen_US
dc.contributor.advisorNegash Medhin, Memberen_US
dc.contributor.advisorMin Kang, Memberen_US
dc.contributor.authorLi, Leen_US
dc.date.accepted2015-11-23en_US
dc.date.accessioned2015-12-02T10:02:11Z
dc.date.available2015-12-02T10:02:11Z
dc.date.defense2015-11-02en_US
dc.date.issued2015-11-02en_US
dc.date.released2015-12-02en_US
dc.date.reviewed2015-11-09en_US
dc.date.submitted2015-11-03en_US
dc.degree.disciplineOperations Researchen_US
dc.degree.leveldissertationen_US
dc.degree.nameDoctor of Philosophyen_US
dc.descriptionNorth Carolina State University Theses Operations Research.
dc.formatPh.D. North Carolina State University, 2015.
dc.identifier.otherdeg4768en_US
dc.identifier.urihttp://www.lib.ncsu.edu/resolver/1840.16/10775
dc.rightsen_US
dc.titleNumerical Studies for CVA with DWR and Portfolio Optimization with Mixed Normal Distributionen_US
dcterms.extent1 online resource (ix, 89 pages) : illustrations

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