University of Illinois Urbana-Champaign

Information, insider trading and takeover announcements

Qin, Wei

Content Files
QIN-DISSERTATION-2017.pdf

Permalink

https://hdl.handle.net/2142/98288

Description

Title
Information, insider trading and takeover announcements
Author(s)
Qin, Wei
Issue Date
2017-07-14
Director of Research (if dissertation) or Advisor (if thesis)
Sowers, Richard B.
Doctoral Committee Chair(s)
Song, Renming
Committee Member(s)
  • Feng, Runhuan
  • Chronopoulou, Alexandra
Department of Study
Mathematics
Discipline
Mathematics
Degree Granting Institution
University of Illinois at Urbana-Champaign
Degree Name
Ph.D.
Degree Level
Dissertation
Date of Ingest
2017-09-29T16:39:48Z
Keyword(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.
Graduation Semester
2017-08
Type of Resource
text
Permalink
http://hdl.handle.net/2142/98288
Copyright and License Information
Copyright 2017 Wei Qin

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