Essays about: "stokastisk process"
Showing result 1 - 5 of 35 essays containing the words stokastisk process.
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1. A Framework to Model Bond Liquidity
University essay from KTH/Matematik (Avd.)Abstract : The liquidity of financial assets can be studied in various different ways. In this thesis, liquidity is defined as the cost and time required to liquidate a position. READ MORE
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2. Optimal Capital Structures under the Vasicek Stochastic Interest Rate Model
University essay from KTH/Matematik (Avd.)Abstract : This study applies the Vasicek stochastic interest rate model in order to determine optimal capital structures for listed firms. A Swedish interest rate data set is used to estimate Vasicek model parameter that are reliable and independent of initial start values. READ MORE
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3. Reliability Based Classification of Transitions in Complex Semi-Markov Models
University essay from KTH/Matematisk statistikAbstract : Markov processes have a long history of being used to model safety critical systems. However, with the development of autonomous vehicles and their increased complexity, Markov processes have been shown to not be sufficiently precise for reliability calculations. READ MORE
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4. Financial Modelling Using Fractional Processes And The Wiener Chaos Expansion
University essay from KTH/Matematik (Avd.)Abstract : The aim of this thesis is to simulate stochastic models that are driven by a fractional Brownian motion process and to apply these methods to financial applications related to yield rate and asset price modelling. Several rough volatility processes are used to model the asset price and yield dynamics. READ MORE
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5. Models for solid waste and its management in Stockholm metropolitan area
University essay from KTH/Skolan för industriell teknik och management (ITM)Abstract : In the transition from a linear economy to a sustainable circular economy, waste management is critical. This thesis approaches the management of Municipal Solid Waste (MSW) from the perspective of a mathematical modelling. Within the scope of the thesis, three mathematical models were developed. READ MORE