Avancerad sökning

Hittade 3 avhandlingar som matchar ovanstående sökkriterier.

  1. 1. Modelling and Inference for Spatio-Temporal Marked Point Processes

    Författare :Ottmar Cronie; Göteborgs universitet; []
    Nyckelord :LANTBRUKSVETENSKAPER; AGRICULTURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Asymptotic normality; Consistency; Cox-Ingersoll-Ross process; Diffusion process; Edge correction; Goodness-of-fit; Richards growth function; Growth-interaction process; Immigration-death process; Least squares estimation; Markov process; Maximum likelihood estimation; Open-growth; Spatio-temporal marked point process; Stationarity; Stochastic differential equation; Transition density; Asymptotic normality;

    Sammanfattning : This thesis deals with inference problems related to the growth-interaction process (GI-process). The GI-process is a continuous time spatio-temporal point process with dynamic interacting marks (closed disks), in which the immigration-death process (ID-process) controls the arrivals of new marked points as well as their potential life-times. LÄS MER

  3. 2. After Work - Investing for Retirement

    Författare :Evert Carlsson; Göteborgs universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Life-cycle; portfolio choice; pensions; Shiller-swap; defined contribution; defined benefit;

    Sammanfattning : The first three papers are the result of work on various aspects of pension savings. The framework for analysis and common to all papers; is a life-cycle model of a borrowing-constrained individual's consumption- and portfolio-choices in the presence of uncertain labour-income. LÄS MER

  4. 3. Topics in importance sampling and derivatives pricing

    Författare :Johan Nykvist; Filip Lindskog; Bert Zwart; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Sammanfattning : This thesis consists of four papers, presented in Chapters 2-5, on the topics of derivatives pricing and importance sampling for stochastic processes.In the first paper a model for the evolution of the forward density of the future value of an asset is proposed. LÄS MER