Sökning: "enlargement of filtration"

Hittade 4 avhandlingar innehållade orden enlargement of filtration.

  1. 1. 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

  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. Expression profiling of blood vessels in pericyte deficiency and diabetes

    Författare :Jenny Norlin; Karolinska Institutet; Karolinska Institutet; []
    Nyckelord :;

    Sammanfattning : The kidney glomerulus is essential for the filtration of waste products from the blood into the urine and in controlling the volume and composition of body fluids. Injury to the glomerulus can lead to altered glomerular filtration rate, proteinuria, thickening of the glomerular basement membrane (GBM) and accumulation of mesangial cell matrix. LÄS MER

  5. 4. Cyclosporin A-induced gingival overgrowth in renal transplant patients : a clinical, histological and experimental study

    Författare :Biniyam Wondimu; Karolinska Institutet; Karolinska Institutet; []
    Nyckelord :cyclosporin A gingival overgrowth gingival fibroblasts nephrotoxicity renal transplant saliva;

    Sammanfattning : Cyclosporine A (CsA) is widely used as an effective immunosuppressive agent to prevent rejection of organ transplants, as well as in the treatment of patients with various autoimmune diseases. The clinical use of CsA, however, is associated with adverse side effects, including nephrotoxicity, hepatotoxicity, hypertension, and neurotoxicity as well as gingival overgrowth. LÄS MER