Sökning: "default time"

Visar resultat 1 - 5 av 63 avhandlingar innehållade orden default time.

  1. 1. Travelling through time : Students’ interpretation of evolutionary time in dynamic visualizations

    Författare :Jörgen Stenlund; Lena Tibell; Konrad Schönborn; Niklas Gericke; Örebro universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Evolution; visualization; time; learning; threshold; zooming;

    Sammanfattning : Evolutionary knowledge is important to understand and address contemporary challenges such as loss of biodiversity, climate change and antibiotic resistance. An important aspect that is considered to be a threshold concept in teaching and learning about evolution is the time it involves. LÄS MER

  3. 2. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Författare :Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Sammanfattning : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. LÄS MER

  4. 3. The significance of the default : A study in environmental law methodology with emphasis on ecological sustainability and international biodiversity law

    Författare :Aðalheiður Jóhannsdóttir; Staffan Westerlund; Jonas Ebbesson; Uppsala universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Environmental law; international law; international biodiversity law; environmental law methodology; the default of law; Environmental law; Miljörätt;

    Sammanfattning : The legal operationalisation of ecological sustainability concerns all levels of legal control. The ensuring of full biodiversity is an indispensible component of ecological sustainability. At the same time, biodiversity losses continue to be a serious problem in many regions of the world. LÄS MER

  5. 4. Information and Default Risk in Financial Valuation

    Författare :Marta Leniec; Erik Ekström; Christoph Kühn; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; pricing; valuation; American options; Dynkin games; optimal stopping problem; optimal stopping games; credit risk; default risk; information; filtration; enlargement of filtrations;

    Sammanfattning : This thesis consists of an introduction and five articles in the field of financial mathematics. The main topics of the papers comprise credit risk modelling, optimal stopping theory, and Dynkin games. An underlying theme in all of the articles is valuation of various financial instruments. LÄS MER

  7. 5. Financial Volatility and Time-Varying Risk Premia

    Författare :Peter Hördahl; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Monte Carlo methods; Term structure of interest rates; Asymmetric variance; Time-varying risk premia; Volatility forecasting; CAPM; Conditional asset pricing models; Stochastic volatility; Volatility modeling; GARCH; Bond option pricing; Financial science; Finansiering;

    Sammanfattning : This thesis consists of four empirical essays, all dealing with return volatility of financial assets and/or time-varying risk premia. In the first essay, Changing Risk Premia: Evidence from a Small Open Economy, the relation between risk and return is investigated for Swedish stocks. LÄS MER