Sökning: "Martin Möllberg"

Hittade 2 uppsatser innehållade orden Martin Möllberg.

  1. 1. On Calibrating an Extension of the Chen Model

    Master-uppsats, KTH/Matematisk statistik

    Författare :Martin Möllberg; [2015]
    Nyckelord :;

    Sammanfattning : There are many ways of modeling stochastic processes of short-term interest rates. One way is to use one-factor models which may be easy to use and easy to calibrate. Another way is to use a three-factor model in the strive for a higher degree of congruency with real world market data. Calibrating such models may however take much more effort. LÄS MER

  2. 2. Analys av betygsstatistik från KTH / Analysis of Grade Statistics from KTH.

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Martin Möllberg; Alexei Zaitsev; [2011]
    Nyckelord :;

    Sammanfattning : Grades is a way to estimate how well a student has understood a subject. But what influences these grades? Is it only the students motivation and determination to study? His talent? Or does the examiner have a big influence on the grade? We have evaluated this last question by using statistical modelling, multiple linear regression and ordered probit regression. LÄS MER