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Visar resultat 21 - 25 av 2451 avhandlingar innehållade ordet index.
21. Essays on Derivatives and Liquidity
Sammanfattning : This dissertation contains four essays in which derivatives markets are studied in relation to three related topics in financial economics: asset pricing, market microstructure and risk management.Essay I studies the role of relative option liquidity in explaining the volatility smile. LÄS MER
22. Calibration and Hedging in Finance
Sammanfattning : This thesis treats aspects of two fundamental problems in applied financial mathematics: calibration of a given stochastic process to observed marketprices on financial instruments (which is the topic of the first paper) and strategies for hedging options in financial markets that are possibly incomplete (which is the topic of the second paper).Calibration in finance means choosing the parameters in a stochastic process so as to make the prices on financial instruments generated by the process replicate observed market prices. LÄS MER
23. The roads in-between : causeways and polyagentive networks at Ichmul and Yo'okop, Cochuah Region, Mexico
Sammanfattning : This dissertation has two aims: (1) To characterize and abandon the humanocentric archaeology that relies upon quasi-objects and to develop the polyagentive archaeology that relies upon actualizations of the virtual. (2) To exemplify the latter approach by studying how causeways (sakbeob) in the Maya area relate to temporality and materialtiy at, and around, the two neighbouring sites of Ichmul and Yo'okop in the Cochuah region of southeast Yucatan and west-central Quintana Roo in Mexico. LÄS MER
24. Invariant Subspaces in Spaces of Analytic Functions
Sammanfattning : Let D be a finitely connected bounded domain with smooth boundary in the complex plane. We first study Banach spaces of analytic functions on D . The main result is a theorem which converts the study of hyperinvariant subspaces on multiply connected domains into the study of hyperinvariant subspaces on domains with fewer holes. LÄS MER
25. Large-scale Runoff Generation and Routing : Efficient Parameterisation using High-resolution Topography and Hydrography
Sammanfattning : Water has always had a controlling influence on the earth’s evolution. Understanding and modelling the large-scale hydrological cycle is important for climate prediction and water-resources studies. LÄS MER