Sökning: "bond market"
Visar resultat 1 - 5 av 39 avhandlingar innehållade orden bond market.
1. Essays on Art Markets : insight from the international sculpture auction market
Sammanfattning : The main purpose of this thesis is to investigate the viability of sculpture as a potential alternative investment. This goal is achieved through partly assessing the market quality of the auction market for sculptures and partly by studying their long-run diversification potential. LÄS MER
2. Bridges with Random Length and Pinning Point for Modelling the Financial Information
Sammanfattning : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. LÄS MER
3. Numerical Complexity Analysis of Weak Approximation of Stochastic Differential Equations
Sammanfattning : The thesis consists of four papers on numerical complexityanalysis of weak approximation of ordinary and partialstochastic differential equations, including illustrativenumerical examples. Here by numerical complexity we mean thecomputational work needed by a numerical method to solve aproblem with a given accuracy. LÄS MER
4. Weak approximation of ItÔ stochastic differential equations and related adaptive algorithms
Sammanfattning : .... LÄS MER
5. Auri sacra fames : Interest Rates -- Prediction, Jumps and the Market Price of Risk
Sammanfattning : This thesis consists of three essays investigating different aspects of interest rates."Prediction of Future Risk-Neutral Short-Term Interest Rate Densities: Can the Black, Derman and Toy Model Assist?" (Co-authored with David Vestin. LÄS MER