Sökning: "Jean-Paul Murara"

Hittade 1 avhandling innehållade orden Jean-Paul Murara.

  1. 1. Asset Pricing Models with Stochastic Volatility

    Detta är en avhandling från Västerås : Mälardalen University

    Författare :Jean-Paul Murara; Mälardalens högskola.; [2016]
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Sammanfattning : Asset pricing modeling is a wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, three papers and appendices; we deal with asset pricing models with stochastic volatility. Here stochastic volatility modeling includes diffusion models and regime-switching models. LÄS MER