Sökning: "Andreas Lindell"

Hittade 2 avhandlingar innehållade orden Andreas Lindell.

1. 1. Numerical investigations of the distributions of the longest excursions in tied down simple random walks and brownian bridges

   Författare :Andreas Lindell; KTH; []
   Nyckelord :;

   Sammanfattning : .... LÄS MER

3. 2. Theoretical and Practical Applications of Probability : Excursions in Brownian Motion, Risk Capital Stress Testing, and Hedging of Power Derivatives

   Författare :Andreas Lindell; Håkan Andersson; Mogens Steffensen; Stockholms universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematical statistics; Matematisk statistik; matematisk statistik; Mathematical Statistics;

   Sammanfattning : The thesis treats three different areas; (i) Ranked increments of stable processes and ranked excursions of Brownian motion, (ii) Sufficient capital levels for banks, and (iii) Trading strategies for reduction of the fluctuations of revenues for power plants.The first part is a theoretcial investigation involved with the calculation of distribution functions concerning special properties of stable processes. LÄS MER