Sökning: "market filtration."

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden market filtration..

  1. 1. 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

  3. 2. Removal of ultrafine particles by intermediate air filters in ventilation systems. Evaluation of performance and analysis of applications

    Författare :Bingbing Shi; Chalmers tekniska högskola; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; measurements; ultrafine particles; lifetime cost; indoor air quality; health effect; air cleaning; particle source; modelling; intermediate filter; filter standard;

    Sammanfattning : Epidemiological and toxicological studies demonstrate that ultrafine particles (UFPs) are strongly related with respiratory and cardiovascular diseases and syndromes. One common method to reduce human exposure to particulate air pollution is the use of intermediate class filters (F5-F9 class filters according to EN779:2002). LÄS MER

  4. 3. Some Extensions of Fractional Ornstein-Uhlenbeck Model : Arbitrage and Other Applications

    Författare :José Igor Morlanes; Andriy Andreev; Hans Nyquist; Henrik Hult; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; fractional Ornstein-Uhlenbeck process; insider information; simulation embedding method; jump times; least-squares estimator; likelihood process; Ito calculus; Malliavin calculus; stochastic calculus; Statistics; statistik;

    Sammanfattning : This doctoral thesis endeavors to extend probability and statistical models using stochastic differential equations. The described models capture essential features from data that are not explained by classical diffusion models driven by Brownian motion.New results obtained by the author are presented in five articles. LÄS MER

  5. 4. Synthetic Paper for Point-of-Care Diagnostics : Capillary control, surface modifications, and their applications

    Författare :Weijin Guo; Wouter van der Wijngaart; Jonas Hansson; Govind V. Kaigala; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; capillary pump; lateral flow test; synthetic paper; OSTE; microarray; point-of-care; surface energy; viscosity; enrofloxacin; plasma separation; protein recovery rate; agglutination; antibody; glass; nitrocellulose; hydrophilic treatment; click chemistry; thiol-yne; thiol-maleimide; biotin-streptavidin; kapillärpump; lateral flödesprov; syntetiskt papper; OSTE; mikroarray; point-of-care; ytenergi; viskositet; enrofloxacin; plasmaseparation; proteinåtervinningshastighet; agglutination; antikropp; glas; nitrocellulosa; hydrofil behandling; klickkemi; tiol-yne; tiol-maleimid; biotin-streptavidin; Electrical Engineering; Elektro- och systemteknik;

    Sammanfattning : Capillary-based platforms for diagnostics are popular for the point-of-care diagnostics market because of their low cost, easy fabrication, and easy operation. Lateral flow tests are an excellent example of capillary-based platforms for point-of-care diagnostics. LÄS MER

  7. 5. New Instrumentation for Forensic Applications : Automatic Fiber Detection and Breath Alcohol Measurements

    Författare :Nils Paulsson; Peter Wide; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : Two forensic instruments have been developed and evaluated with respect to basic characteristics. One instrument is used for automatic fiber detection and the other for breath alcohol measurement. LÄS MER