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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:Thesis
URI:http://hdl.handle.net/2142/98288
Rights Information:Copyright 2017 Wei Qin
Date Available in IDEALS:2017-09-29
Date Deposited:2017-08


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