Sökning: "Affine term structure"
Visar resultat 1 - 5 av 9 avhandlingar innehållade orden Affine term structure.
1. On the term structure of forwards, futures and interest rates
Sammanfattning : .... LÄS MER
2. Essays on the term structure of interest rates
Sammanfattning : This volume contains five essays on topics related to interest rate theory.The first essay, Affine Term Structures and Short-Rate Realizations of Forward Rate Models Driven by Jump-Diffusion Processes, examines the problem of determining when a given forward rate model has a short-rate realization, and when a short-rate model gives rise to an affine term structure. LÄS MER
3. Essays on the term structure of interest rates and long-run risks
Sammanfattning : Stocks, Bonds, and Long-Run Consumption Risks. Bansal and Yaron (2004) show that long-run consumption risks and time-varying economic uncertainty in conjunction with recursive preferences can account for important features of equity markets. LÄS MER
4. Towards Reliable and Accurate Global Structure-from-Motion
Sammanfattning : Reconstruction of objects or scenes from sparse point detections across multiple views is one of the most tackled problems in computer vision. Given the coordinates of 2D points tracked in multiple images, the problem consists of estimating the corresponding 3D points and cameras' calibrations (intrinsic and pose), and can be solved by minimizing reprojection errors using bundle adjustment. LÄS MER
5. Structural Uncertainties of Rock Fractures and their Effect on Flow and Tracer Transport
Sammanfattning : Att förstå flöde och transport av lösta ämnen genom sprickorna i berggrunden är viktigt för den långsiktiga säkerheten av ett geologiskt slutförvar av farligt avfall. I en diskret spricknätverksmodell byggs flödesvägarna upp av kedjor av flödesvägar genom de enskilda sprickorna i bergmassan. LÄS MER