Essays about: "Least-Squares Linear Regression Analysis."

Showing result 21 - 22 of 22 essays containing the words Least-Squares Linear Regression Analysis..

  1. 21. Geostatistical techniques for predicting bird species occurrences

    University essay from KTH/Geodesi och geoinformatik

    Author : Mohammad Shahiruzzaman; Adnan Rauf; [2011]
    Keywords : ESDA; Kriging; Spline; OLS; SDM; Logistic regression;

    Abstract : Habitat loss and fragmentation are major threats to biodiversity. Geostatistical methods, especially kriging, are widely used in ecology. Bird counts data often fail to show normal distribution over an area which is required for most of the kriging methods. READ MORE

  3. 22. Black-Scholes Option Pricing Formula - An empirical study

    University essay from Göteborgs universitet/Företagsekonomiska institutionen

    Author : Martin Gustafsson; Erik Mörck; [2010-02-12T08:35:53Z]
    Keywords : Black and Scholes; call option; put option; option pricing; volatility; price difference; pricing error; moneyness; at-the-money; in-the-money; out-of-the-money; deep-in-the-money; deep-out-of-the-money; dividend; risk free interest rate; time to expiry; standard deviation; correlation coefficient; Least-Squares Linear Regression Analysis.;

    Abstract : Purpose: The purpose of this study is to empirically test the accuracy of the Black and Scholes model by examining the difference between theoretical prices predicted by the model and actual market prices. We will also try to determine whether the accuracy of the model varies with the time left to expiration or the moneyness of an option. READ MORE