2026-09-20T04:06:08Z https://www.ideals.illinois.edu/oai-pmh

oai:www.ideals.illinois.edu:2142/98288 2023-07-11 col_2142_16340 col_2142_5131 com_2142_16339 com_2142_8903 com_2142_5130

Sowers, Richard B. Song, Renming Feng, Runhuan Chronopoulou, Alexandra Qin, Wei 2017-09-29T16:39:48Z 2017-09-29T16:39:48Z 2019-09-30T09:15:29Z 2017-07-14 2017-08 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. Submission published under a 24 month embargo labeled 'Closed Access', the embargo will last until 2019-08-01 The student, Wei Qin, accepted the attached license on 2017-07-12 at 17:51. The student, Wei Qin, submitted this Dissertation for approval on 2017-07-12 at 23:29. This Dissertation was approved for publication on 2017-07-14 at 11:26. DSpace SAF Submission Ingestion Package generated from Vireo submission #11436 on 2017-09-29 at 11:19:18 Made available in DSpace on 2017-09-29T16:39:48Z (GMT). No. of bitstreams: 2 QIN-DISSERTATION-2017.pdf: 477225 bytes, checksum: 6fdc16b54016041b63cbe61197a9797b (MD5) LICENSE.txt: 4204 bytes, checksum: 8cc5f90f846d85b9859345fa73d46daa (MD5) Previous issue date: 2017-07-14 Embargo set by: Colleen Fallaw for item 103435 Lift date: 2019-09-29T16:39:52Z Reason: Author requested closed access (OA after 2yrs) in Vireo ETD system Embargo set by: Colleen Fallaw for item 103435 Lift date: 2019-09-29T17:52:45Z Reason: Author requested closed access (OA after 2yrs) in Vireo ETD system Limited Restriction Lifted for Item 103435 on 2019-09-30T09:15:29Z. application/pdf http://hdl.handle.net/2142/98288 en Copyright 2017 Wei Qin Financial mathematics Applied mathematics Probability Markov chain Information, insider trading and takeover announcements text text Mathematics Mathematics University of Illinois at Urbana-Champaign Dissertation Ph.D.