{"id":{"repo_id":"uiuc","oai_identifier":"oai:www.ideals.illinois.edu:2142/98288"},"canonical_url":"https://search.dev.ndltd.org/etd/uiuc/oai:www.ideals.illinois.edu:2142/98288","repository":{"repo_id":"uiuc","name":"University of Illinois - Urbana-Champaign","base_url":"https://www.ideals.illinois.edu/oai-pmh"},"display":{"title":"Information, insider trading and takeover announcements","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.","abstract_html":"This thesis focuses on the effect of takeover announcements in financial markets. 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