Search for dissertations about: "dissertations on interest in mathematics subject"

Found 3 swedish dissertations containing the words dissertations on interest in mathematics subject.

  2. 1. P-adic dynamical systems and van der Put basis technique

    Author : Ekaterina Yurova Axelsson; Andrei Khrennikov; Franco Vivaldi; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; dynamical systems; p-adic; 1-Lipschitz; measure-preserving; ergodicity; spheres; uniformly differentiable; Tillämpad matematik; Applied Mathematics;

    Abstract : Theory of dynamical systems in fields of p-adic numbers is  an important part of algebraic and arithmetic dynamics. The study of p-adic dynamical systems is motivated by their applications in various areas of mathematics, e.g., in physics, genetics, biology, cognitive science, neurophysiology, computer science, cryptology, etc. READ MORE

  4. 2. Term structure estimation based on a generalized optimization framework

    Author : Marcel Ndengo Rugengamanzi; Torbjörn Larsson; Jörgen Blomvall; Kristoffer Hägglöf; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : The current work is devoted to estimating the term structure of interest rates based on a generalized optimization framework. To x the ideas of the subject, we introduce representations of the term structure as they are used in nance: yield curve, discount curve and forward rate curve. READ MORE

  5. 3. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Keywords : 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;

    Abstract : 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. READ MORE