Information, insider trading and takeover announcements

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.

Name thesis:degree_name

Ph.D.

Level thesis:degree_level

Dissertation

Discipline thesis:degree_discipline

Mathematics

Grantor

University of Illinois at Urbana-Champaign

Year dc:date

2017

Author dc:creator

• Qin, Wei

Contributors dc:contributor

• Sowers, Richard B.
• Song, Renming
• Feng, Runhuan
• Chronopoulou, Alexandra

• Financial mathematics
• Applied mathematics
• Probability
• Markov chain

Statement dc:rights

• Copyright 2017 Wei Qin

Language dc:language

en

Handle dc:identifier

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

OAI identifier oai:identifier

oai:www.ideals.illinois.edu:2142/98288