Essays about: "geometrisk brownsk rörelse"
Found 4 essays containing the words geometrisk brownsk rörelse.
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1. Comparison of Indirect Inference and the Two Stage Approach
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : Parametric models are used to understand dynamical systems and predict its future behavior. It is difficult to estimate the model’s parametric values since there are usually many parameters and they are highly correlated. READ MORE
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2. Estimating the Expected Pay-out of Earnout Contracts in Private Acquisitions
University essay from KTH/Matematik (Avd.)Abstract : The growth of private equity, as well as consolidation trends across other industries, have produced a strong and vibrant mergers and acquisitions market. A challenge during these acquisitions is information asymmetry, which makes agreeing on the transaction price a challenge. READ MORE
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3. Viability Evaluation of the Turtle Trading Rules on Major Market Indexes
University essay from KTH/Matematik (Avd.)Abstract : The Turtle Trading Rules was a successful trend-following trading strategy for commodities in the 1980s but has lost recognition in recent days. The strategy revolved around rules for entering and exiting trades as well as position sizing for each trade. READ MORE
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4. Dynamic Credit Models : An analysis using Monte Carlo methods and variance reduction techniques
University essay from KTH/Matematisk statistikAbstract : In this thesis, the credit worthiness of a company is modelled using a stochastic process. Two credit models are considered; Merton's model, which models the value of a firm's assets using geometric Brownian motion, and the distance to default model, which is driven by a two factor jump diffusion process. READ MORE