Essays about: "financial mathematics."
Showing result 11 - 15 of 162 essays containing the words financial mathematics..
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11. Dynamic Covariance Modelling Using Generalised Wishart Processes
University essay from Lunds universitet/Matematisk statistikAbstract : Modern portfolio theory was pioneered by Markowitz who formulated the mean-variance problem, without which any discussion on quantitative approaches to portfolio selection would be incomplete. The framework boils down to finding the expected return $\mu$ and covariance $\Sigma$, after which the solution is proportional to $\Sigma^{-1}\mu$. READ MORE
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12. Artificial Intelligence for Option Pricing
University essay from Göteborgs universitet/Institutionen för matematiska vetenskaperAbstract : This thesis addresses the issue of vulnerable underlying assumptions used in option pricing methodology. More precisely; underlying assumptions made on the financial assets and markets make option pricing theory vulnerable to changes in the financial framework. READ MORE
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13. Modeling Interest Rate Risk in the Banking Book
University essay from KTH/Matematik (Avd.)Abstract : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. READ MORE
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14. 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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15. Impact of Quantitative and Qualitative Parameters on Stock Performance
University essay from KTH/Matematisk statistikAbstract : Stocks belonging to publicly traded companies is a topic which in society is mystified and by some considered to be an unpredictable phenomenon where you either make an economic loss or gain seemingly by chance. Despite this, there are numerous fields of work where the sole purpose is to predict the movement of stocks in order to maximize economic gain. READ MORE