Sökning: "Christ-Roi Musonere"
Hittade 2 uppsatser innehållade orden Christ-Roi Musonere.
1. An Extreme Value Approach to Age Limit Analysis
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : A fundamental question in aging research is if the human lifespan has reached its maximum, as it has practical implications and affects the sustainability of our societies and health care systems. This thesis uses methods and techniques from extreme value theory to study human lifespan at extreme age, in particular the age at death of the world’s oldest person (WOP) titleholders. LÄS MER
2. Calibration of the Multiscale Stochastic Volatility Model via an Asymptotic Expansion Approach
Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikationSammanfattning : We study a model of multiscale stochastic volatility for European option pricing. In this model there are two volatility factors. The rst volatility factor is of fast scale of mean-reverting and the second one is of slow scale of mean-reverting. We review the useful calibration formula derived by Fouque et al. LÄS MER