Sökning: "matematik finland"
Visar resultat 1 - 5 av 10 avhandlingar innehållade orden matematik finland.
1. Asset Pricing Models with Stochastic Volatility
Sammanfattning : Asset pricing modeling is a wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, three papers and appendices; we deal with asset pricing models with stochastic volatility. Here stochastic volatility modeling includes diffusion models and regime-switching models. LÄS MER
2. Market Models with Stochastic Volatility
Sammanfattning : Financial Markets is an interesting wide range area of research in Financial Engineering. In this thesis, which consists of an introduction, six papers and appendices, we deal with market models with stochastic volatility in order to understand some financial derivatives, mainly European options. LÄS MER
3. Edge correction and regression models for quantifying single-tree influence on understory vegetation
Sammanfattning : The understory is the layer of vegetation in the forest situated under the canopies of the trees. Some species of understory vegetation benefit from the surrounding trees, e.g by the provided nutrients, while others are restricted, e.g. LÄS MER
4. Scenario trees for inflow modelling in stochastic optimisation for energy planning
Sammanfattning : The Nordic countries Norway, Sweden, Finland and Denmark have formed a deregulated power market. Electricity bought and sold on this market is dominated by hydro power. However, hydro power generation is restricted by the amount of water in reservoirs. LÄS MER
5. Essays on nonlinear time series modelling och hypothesis testing
Sammanfattning : There seems to be a common understanding nowadays that the economy is nonlinear. Economic theory suggests features that can not be incorporated into linear frameworks, and over the decades a solid body of empirical evidence of nonlinearities in economic time series has been gathered. LÄS MER
