Sökning: "Magdalena Lindberg"

Hittade 3 uppsatser innehållade orden Magdalena Lindberg.

  1. 1. Utökning av panelför multiplex RT-MLPA av singel celler för prostatacancer diagnostik

    Master-uppsats, KTH/Skolan för bioteknologi (BIO)

    Författare :Magdalena Lindberg; [2015]
    Nyckelord :Multiplex cancer prostate single cells RNA;

    Sammanfattning : The most common cancer form among men i prostate cancer and measurement of circulating tumor cells (CTCs) in the blood is a useful tool to evaluating the responset o treatment and progress of disease. CTC’s are cells that have detached from the original tumor and have spread in the blood sstem. LÄS MER

  3. 2. NIG distribution in modelling stock returns with assumption about stochastic volatility : Estimation of parameters and application to VaR and ETL.

    Magister-uppsats, Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE)

    Författare :Magdalena Kucharska; Jolanta Pielaszkiewicz; [2009]
    Nyckelord :NIG distribution; Value at Risk; Expected Tail Loss; Lindberg method; EM algorithm; risk analysis; ETL; VaR;

    Sammanfattning : We model Normal Inverse Gaussian distributed log-returns with the assumption of stochastic volatility. We consider different methods of parametrization of returns and following the paper of Lindberg, [21] we assume that the volatility is a linear function of the number of trades. LÄS MER

  4. 3. NIG distribution in modelling stock returns with assumption about stochastic volatility : Estimation of parameters and application to VaR and ETL

    Magister-uppsats,

    Författare :Magdalena Kucharska; Jolanta Maria Pielaszkiewicz; [2009]
    Nyckelord :NIG distribution; Value at Risk; Expected Tail Loss; Lindberg method; EM algorithm; risk analysis; ETL; VaR;

    Sammanfattning : We model Normal Inverse Gaussian distributed log-returns with the assumption of stochastic volatility. We consider different methods of parametrization of returns and following the paper of Lindberg, [21] we assume that the volatility is a linear function of the number of trades. LÄS MER