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Found 3 swedish dissertations matching the above criteria.

  2. 1. Asymptotic Methods for Pricing European Option in a Market Model With Two Stochastic Volatilities

    Author : Betuel Canhanga; Sergei Sivestrov; Anatoliy Malyarenko; Ying Ni; Milica Rancic; Raimondo Manca; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Asymptotic Expansion; European Options; Stochastic Volatilities; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Abstract : Modern financial engineering is a part of applied mathematics that studies market models. Each model is characterized by several parameters. Some of them are familiar to a wide audience, for example, the price of a risky security, or the risk free interest rate. Other parameters are less known, for example, the volatility of the security. READ MORE

  4. 2. Weak Convergence of First-Rare-Event Times for Semi-Markov Processes

    Author : Myroslav Drozdenko; Dmitrii Silvestrov; Raimondo Manca; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; weak convergence; first-rare-event times; semi-Markov processes; Mathematical statistics; Matematisk statistik; Matematik tillämpad matematik;

    Abstract : I denna avhandling studerar vi nödvändiga och tillräckliga villkor för svag konvergens av första-sällan-händelsetider för semi-Markovska processer.I introduktionen ger vi nödvändiga grundläggande definitioner och beskrivningar av modeller som betraktas i avhandlingen, samt ger några exempel på situationer i vilka metoder av första-sällan-händelsetider kan vara lämpliga att använda. READ MORE

  5. 3. PageRank in Evolving Networks and Applications of Graphs in Natural Language Processing and Biology

    Author : Christopher Engström; Sergei Silvestrov; Raimondo Manca; Mälardalens högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Mathematics Applied Mathematics; matematik tillämpad matematik;

    Abstract : This thesis is dedicated to the use of graph based methods applied to ranking problems on the Web-graph and applications in natural language processing and biology.Chapter 2-4 of this thesis is about PageRank and its use in the ranking of home pages on the Internet for use in search engines. READ MORE