Sökning: "discreteness"

Visar resultat 1 - 5 av 10 avhandlingar innehållade ordet discreteness.

  1. 1. Essays on Financial Models

    Författare :Henrik Amilon; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

    Sammanfattning : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. LÄS MER

  3. 2. Spectra of elliptic operators and applications

    Författare :Medet Nursultanov; Göteborgs universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Helmholtz and Maxwell s equations; functional calculus; electromagnetic waveguide; acoustic waveguide; Sturm-Liouville operator; singular potential; asymptotics of eigenvalues; point interactions.;

    Sammanfattning : In this thesis we consider several problems related to elliptic equations. Namely, we investigate Helmholtz and Maxwell's equations in Paper I and Sturm-Liouville spectral problem in Papers II,III. In Paper I we study time-harmonic electromagnetic and acoustic waveguide, modeled by an in�nite cylinder with a non-smooth cross section. LÄS MER

  4. 3. Current measurement by real-time counting of single charges

    Författare :Jonas Bylander; Chalmers tekniska högskola; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; array of tunnel junctions; Coulomb blockade; radio frequency single electron transistor; SET oscillations; time correlated tunnelling; metrology; current standard; SET; charge solitons;

    Sammanfattning : The first real-time observation of time correlated single-electron tunnelling is reported in this thesis. This is a direct detection of charge discreteness in an electrical current.When a current, I, flows through a chain of metallic islands, connected by small tunnel junctions, a lattice of charges is formed due to the Coulomb repulsion. LÄS MER

  5. 4. Essays on Financial Markets

    Författare :Hans Byström; Nationalekonomiska institutionen; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Electricity Futures; Option Pricing; Compass Rose; Covariance Matrix; Chaos; Stochastic Volatility; Financial Markets; GARCH; Financial science; Finansiering;

    Sammanfattning : This thesis consists of five empirical essays dealing with different issues related to financial markets. Chapter 2 studies a new multivariate technique, Orthogonal GARCH, of forecasting large covariance matrices based on GARCH models. LÄS MER

  7. 5. The Klimontovich description of complex plasma systems : Low frequency electrostatic modes, spectral densities of fluctuations and collision integrals

    Författare :Panagiotis Tolias; Lars Blomberg; Carmine Castaldo; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; complex plasmas; dusty plasmas; Klimontovich equations; kinetic theory; dust acoustic waves; collision integrals;

    Sammanfattning : Plasmas seeded with solid particulates of nanometer to micron sizes (complex plasma systems) are a ubiquitous feature of intergalactic, interstellar and planetary environments but also of plasma processing applications or even fusion devices. Their novel aspects compared with ideal multi-component plasmas stem from (i) the large number of elementary charges residing on the grain surface, (ii) the variability of the charge over mass ratio of the dust component, (iii) the inherent openness and dissipative nature of such systems. LÄS MER