Sökning: "volatility"
Visar resultat 11 - 15 av 253 avhandlingar innehållade ordet volatility.
11. 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
12. Essays on financial time series models : Stochastic volatility and long memory
Sammanfattning : This work consists of five articles about the statistical aspects of financial time series models. The first three papers investigate and develop the inverse normal Gaussian stochastic volatility (NIGSV) model, initially suggested by Barndorff- Nielsen (1997). LÄS MER
13. Essays on Risk in International Financial Markets
Sammanfattning : This thesis deals with techniques to model risk in financial markets and consists of four separate essays. The thesis begins with an introduction in chapter one, while chapter two to chapter five contains the four essays. The first essay examines the implication of using various risk measures for portfolio selection. LÄS MER
14. Formation, ageing and thermal properties of secondary organic aerosol
Sammanfattning : In order to properly represent and predict the effects of aerosol in climate systems, an accurate description of their formation and properties is needed. This thesis describes work done to increase the knowledge of processes and properties of atmospherically relevant secondary organic aerosol (SOA) from both biogenic and anthropogenic origin. LÄS MER
15. Physical and Chemical Processes in the Formation of Biogenic secondary Organic Aerosols
Sammanfattning : Vegetation emits a vast number of biogenic volatile organic compounds (BVOC). In the atmosphere they are oxidised, predominantly by O3, OH radicals or NO3 radicals, depending e.g. on chemical structure. LÄS MER