Sökning: "NIG"
Visar resultat 1 - 5 av 7 avhandlingar innehållade ordet NIG.
1. Essays on VIX Futures and Options
Sammanfattning : This thesis consists of three essays on VIX futures and options, and deals with issues highly relevant to all financial markets, such as understanding the operation of markets and developing flexible and tractable pricing models for contracts traded in them. It consists of four chapters. LÄS MER
2. On the Normal Inverse Gaussian Distribution in Modeling Volatility in the Financial Markets
Sammanfattning : We discuss the Normal inverse Gaussian (NIG) distribution in modeling volatility in the financial markets. Refining the work of Barndorff-Nielsen (1997) and Andersson (2001), we introduce a new parameterization of the NIG distribution to build the GARCH(p,q)-NIG model. LÄS MER
3. Essays on Financial Risks and Derivatives with Applications to Electricity Markets and Credit Markets
Sammanfattning : Contracts traded on international financial and commodity markets are associated with complex risk structures. In this dissertation we are concerned with two specific types of risks; market risks and credit risks. The first chapter investigates market risks in the context of the Nordic electricity market. LÄS MER
4. Derivative Prices for Models using Levy Processes and Markov Switching
Sammanfattning : This thesis contributes to mathematics, finance and computer simulations. In terms of mathematics this thesis concerns applied probability and Lévy processes and from the financial point of view the thesis concerns derivative pricing. Within these two areas several simulation techniques are investigated. The thesis is organized as follows. LÄS MER
5. A nutrition intervention in men with prostate cancer : Exploring effects on bowel symptoms from radiotherapy, patient experience, and nutrient intake
Sammanfattning : Objective The main objective of this thesis was to explore the effects of a nutrition intervention on acute and late bowel symptoms in men with localised prostate cancer treated with pelvic radiotherapy (study I), participants’ experiences from receiving the nutrition intervention (study II), and associations with nutrient intakes (study III).Methods A total of 180 men with localised prostate cancer referred to curative radiotherapy targeting the prostate gland and pelvic lymph nodes were recruited to the trial. LÄS MER