Sökning: "GBM"

Visar resultat 26 - 30 av 34 uppsatser innehållade ordet GBM.

1. 26. Structured Products Modelled as Stochastic Processes

   Master-uppsats, Lunds universitet/Fysiska institutionen

   Författare :Fredrik Nordin; [2013]
   Nyckelord :Auto-call; GBM; GARCH; Structured products; Sprinter; Physics and Astronomy;

   Sammanfattning : In this thesis, the value of the two composed financial products (structured products), sprinters and auto-calls, are studied and compared to the European call option. The study is preformed using both analytical and numerical solutions, where the underlying is either said to follow a GBM-process (Geometric Brownian Motion) or a GARCH-process (Generalized Autoregressive Conditional Heteroskedasticity). LÄS MER

3. 27. Implementation of a Semi-automatic Tool for Analysis of TEM Images of Kidney Samples

   Master-uppsats, Institutionen för informationsteknologi

   Författare :Jing Liu; [2012]
   Nyckelord :;

   Sammanfattning : Glomerular disease is a cause for chronic kidney disease and it damages the function of the kidneys. One symptom of glomerular disease is proteinuria, which means that large amounts of protein are emerged in the urine. LÄS MER

4. 28. CONTINUOUS TIME PROCESSES IN TIMES OF CRISIS: THE CASE OF GBM AND CEV MODELS

   Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

   Författare :Jesper Giversen; Mohamed Bendkia; [2011]
   Nyckelord :Geometric Brownian Motion; GBM; Constant Elasticity of Variance; CEV; Continuous Time Processes; Financial Markets; Financial Crisis; Business and Economics;

   Sammanfattning : This research aims at studying continuous time models within different stock market environments. We assume that the modeling of continuous time processes may be altered whether an equity market is experiencing a crisis or a pre-crisis period. LÄS MER

5. 29. Blood interference in fluorescence spectrum : Experiment, analysis and comparison with intraoperative measurements on brain tumor

   Kandidat-uppsats, Linköpings universitet/Biomedicinsk instrumentteknik; Linköpings universitet/Tekniska högskolan

   Författare :Shannely Lowndes; [2010]
   Nyckelord :autofluorescence; blood absorption spectra; diffuse reflection spectroscopy; optical touch pointer; intraoperative optical measurements;

   Sammanfattning : The optical touch pointer (OTP), a fluorescence spectroscopy based system, assists brain surgeons during guided brain tumor resection in patients with glioblastoma multiforme (GBM). After recording and analyzing the autofluorescence spectrum of the tissue, it is possible to distinguish malignant from healthy brain tissue. LÄS MER

7. 30. Incomplete Market Models and The Housing Market

   D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Författare :Henrik Petri; Olof Gustafsson; [2010]
   Nyckelord :Housing Market; Calibration; Brownian motion; Ornstein Uhlenbeck; Good Deal Bounds;

   Sammanfattning : This thesis investigates the characteristics of the market for housing derivatives. We fit two incomplete market models to data using futures contracts on the S&P/Case-Shiller Composite 10 Index. LÄS MER