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

Showing result 1 - 5 of 30 swedish dissertations containing the words dissertations on interest in mathematics.

  2. 1. Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

    Author : Johan Hagenbjörk; Jörgen Blomvall; Ou Tang; Giorgio Consigli; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Finance; Fixed income; Interest rate risk; Credit risk; Risk management; Optimization; Mathematics;

    Abstract : The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. READ MORE

  4. 2. Studies in Estimation of Patterned Covariance Matrices

    Author : Martin Ohlson; Timo Koski; Dietrich von Rosen; Augustyn Markiewicz; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; MATHEMATICS; MATEMATIK;

    Abstract : Many testing, estimation and confidence interval procedures discussed in the multivariate statistical literature are based on the assumption that the observation vectors are independent and normally distributed. The main reason for this is that often sets of multivariate observations are, at least approximately, normally distributed. READ MORE

  5. 3. Quantum scattering and interaction in graphene structures

    Author : Anna Orlof; Vladimir Kozlov; Igor Zozoulenko; Heinz Siedentop; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : Since its isolation in 2004, that resulted in the Nobel Prize award in 2010, graphene has been the object of an intense interest, due to its novel physics and possible applications in electronic devices. Graphene has many properties that differ it from usual semiconductors, for example its low-energy electrons behave like massless particles. READ MORE

  6. 4. Numerical methods for wave propagation in solids containing faults and fluid-filled fractures

    Author : Ossian O'Reilly; Jan Nordström; Per Lötstedt; Linköpings universitet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : This thesis develops numerical methods for the simulation of wave propagation in solids containing faults and fluid-filled fractures. These techniques have applications in earthquake hazard analysis, seismic imaging of reservoirs, and volcano seismology. A central component of this work is the coupling of mechanical systems. READ MORE

  7. 5. 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