Sökning: "cross-correlation"

Visar resultat 11 - 15 av 54 avhandlingar innehållade ordet cross-correlation.

  1. 11. Essays in Quantitative Finance

    Författare :Patrik Karlsson; Nationalekonomiska institutionen; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; credit valuation adjustment CVA ; derivative pricing; interest rate derivatives; Monte Carlo simulation;

    Sammanfattning : This thesis contributes to the quantitative finance literature and consists of four research papers.Paper 1. This paper constructs a hybrid commodity interest rate market model with a stochastic local volatility function that allows the model to simultaneously fit the implied volatility of commodity and interest rate options. LÄS MER

  3. 12. Analyses and Application of Ambient Seismic Noise in Sweden : Source, Interferometry, Tomography

    Författare :Hamzeh Sadeghisorkhani; Ólafur Gudmundsson; Ari Tryggvason; Roland Roberts; Frederik Tilmann; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Seismic interferometry; Ambient noise; Surface wave; Wave propagation; Inverse theory; Sweden; Geofysik med inriktning mot seismologi; Geophysics with specialization in Seismology;

    Sammanfattning : Ambient seismic noise from generation to its application for determination of sub-surface velocity structures is analyzed using continuous data recordings from the Swedish National Seismic Network (SNSN). The fundamental aim of the thesis is to investigate the applicability of precise velocity measurements from ambient noise data. LÄS MER

  4. 13. Image Processing in High Resolution Transmission Electron Microscopy of Inorganic Materials

    Författare :Anna Carlsson; Centrum för analys och syntes; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Oorganisk kemi; Inorganic chemistry; electron diffraction; Electron microscopy; image processing;

    Sammanfattning : High resolution transmission electron microscopy and digital image processing has been used to investigate the structure and properties of inorganic materials. The image processing was performed with the programming language Semper. All routines are listed in the appendix. LÄS MER

  5. 14. Quantum Correlations and Temperature Fluctuations in Nanoscale Systems

    Författare :Fredrik Brange; NanoLund: Centre for Nanoscience; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Quantum transport; electronic entanglement; nanoscale thermodynamics; quantum calorimetry; Fysicumarkivet A:2019:Brange;

    Sammanfattning : This thesis addresses two different topics related to the physics of nanoscale systems. The first topic concerns quantum correlations and entanglement between electrons in solid-state systems, with a focus on how to generate electronic orbital entanglement on a sub-decoherence time scale and how to achieve experimentally more feasible entanglement detection schemes. LÄS MER

  7. 15. Microfluidic analysis and parallel confocal detection of single molecules

    Författare :Michael Gösch; Karolinska Institutet; Karolinska Institutet; []
    Nyckelord :;

    Sammanfattning : The detection of single molecules using confocal spectroscopy is of major interest and tremendous improvements have been made within the last decade. The underlying basics, however, a pinhole and a single excitation volume element have remained the same as well as the technical limitations. LÄS MER