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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
Search results
Showing 271 to 280 of 7160 (0.06 seconds)| 271 |
Pricing Asian Options using Monte Carlo MethodsZhang, Hongbin January 2009 (has links)
No description available.
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| 272 |
Pricing Some American Multi-Asset OptionsHan, Jun January 2009 (has links)
No description available.
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| 273 |
A comparison of normalisatin methods for peptide microarraysBrus, Ole January 2009 (has links)
No description available.
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| 274 |
Bayesian Analysis of a Stochastic Volatility ModelMeng, Yu January 2009 (has links)
No description available.
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| 275 |
Multiple imputing simulated missing dataMalfert, Mauricio January 2008 (has links)
No description available.
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| 276 |
Convexity and lgo-convexity of bond pricesWei, Xinbo January 2007 (has links)
No description available.
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| 277 |
BiljardproblemFransson, Tom January 2006 (has links)
No description available.
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| 278 |
Value-at-Risk and Extreme EventsWeisner, Torben January 2010 (has links)
The purpose of this thesis is to test the risk-measure Value-at-Riskand techniques for calculating it on data from the Financial Crisis of2007–2010. Different “pre-Financial Crisis” approaches to calculatingValue-at-Risk are considered, and tested on data from the period ofthe Financial Crisis. Also combinations of different approaches aretested. Estimation of Value-at-Risk is done using the two different frame-works: Historical simulation (regular and the Hybrid approach) andparametric (conditional heteroscedastic) models. The conditional heteroscedastic models considered are the EGARCHand the APARCH, calibrated using QMLE-methods. They are applied to the normal and Student’s t-distributions, Generalized ErrorDistribution and a non-parametric distribution. Consequently, a semi-parametric approach consisting of a non-parametric distribution alongwith an ARCH model is considered. Quantile regression as by Koenker (1978) is used for the parameterestimation of the Historical simulation models used. The Value-at Risk models are validated using Christoffersen’s con-ditional coverage test.Four stock indices (NIKKEI 225, NASDAQ 100, FTSE 100 andISEQ-overall) are evaluated, selected based on location and the re-gional effect of the Financial Crisis. Models are calibrated based ondata from before the Financial Crisis of 2007–2010, as the crisis isknown at present (April 2010). It is found that the present approach to Value-at-Risk estimationcan not be considered redundant due to the extreme events of theFinancial Crisis.
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| 279 |
MatematiksvårigheterSköldin, Ann-Margret January 2007 (has links)
No description available.
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| 280 |
Java Applet for the Pricing of Exotic Options by Monte-Carlo Simulations in a Levy market with Stochastic VolatilityAcheampong, Isaac January 2006 (has links)
No description available.
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