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Description
Title: | Information, insider trading and takeover announcements |
Author(s): | Qin, Wei |
Director of Research: | Sowers, Richard B. |
Doctoral Committee Chair(s): | Song, Renming |
Doctoral Committee Member(s): | Feng, Runhuan; Chronopoulou, Alexandra |
Department / Program: | Mathematics |
Discipline: | Mathematics |
Degree Granting Institution: | University of Illinois at Urbana-Champaign |
Degree: | Ph.D. |
Genre: | Dissertation |
Subject(s): | Financial mathematics
Applied mathematics Probability Markov chain |
Abstract: | 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 when there is a potential takeover in the market. The thesis starts with a math model to capture the stock price dynamics, and then it states the term structure behaviors under the model. The thesis also contains numerical methods in the model calibration and validation. |
Issue Date: | 2017-07-14 |
Type: | Text |
URI: | http://hdl.handle.net/2142/98288 |
Rights Information: | Copyright 2017 Wei Qin |
Date Available in IDEALS: | 2017-09-29 2019-09-30 |
Date Deposited: | 2017-08 |
This item appears in the following Collection(s)
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Dissertations and Theses - Mathematics
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Graduate Dissertations and Theses at Illinois
Graduate Theses and Dissertations at Illinois