Sökning: "stochastic growth rate"

Visar resultat 1 - 5 av 7 uppsatser innehållade orden stochastic growth rate.

1. 1. Effect of the cell-growth rate on the invasion and infection efficacy of Trypanosoma cruzi trypomastigotes, and the potential cell-to-cell transfer of the parasite

   Master-uppsats, Uppsala universitet/Institutionen för medicinsk biokemi och mikrobiologi

   Författare :Elisa Escabia Herrando; [2022]
   Nyckelord :Trypanosoma cruzi; infection kinetics; cell-to-cell infection; cell-growth rate;

   Sammanfattning : Recent studies proposed that mammalian cell lines with slower growth rates were infected more efficiently by Trypanosoma cruzi, and that cell-to-cell transmission could be occurring during infection. This open the question of whether host cell-growth rate is a cellular characteristic influencing Trypanosoma cruzi invasion and infection. LÄS MER

3. 2. Pricing of Embedded Options: Implementing Stochastic Interest Rates & Stochastic Spread

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Jan Müller; [2022]
   Nyckelord :Option pricing; Callable bonds; Affine term structure models; Hull-White one-factor; Hull White two-factor; Trinomial trees; Short rate; Default intensity; Swaption volatilities; Black-76; Credit derivatives; Calibration; Optimisation.; Mathematics and Statistics;

   Sammanfattning : Given the current market climate, in an era of negative interest-rates, the Hull-White model has regained popularity in the eyes of investors. This thesis aims to extend this model to incorporate credit risk, to allow the modelling of credit derivatives such as diff swaps, defaultable corporate bonds and credit default swaps. LÄS MER

4. 3. Effects of population size, density and local environment on the population dynamics of the fragrant orchid (Gymnadenia conopsea)

   Master-uppsats, Uppsala universitet/Institutionen för biologisk grundutbildning

   Författare :Kasper Kupka; [2021]
   Nyckelord :Demography; Gymnadenia conopsea; local habitat; matrix models; orchids; population density; population size; stochastic growth rate; soil organic matter; quasi-extinction probability;

   Sammanfattning : A wide majority of orchid populations are decreasing due to habitat fragmentation and to changes in land management. Population size, density and habitat quality are factors that are expected to be positively related to the viability and future growth of a population. LÄS MER

5. 4. Counterparty Credit Exposures for Interest Rate Derivatives using Stochastic Grid Bundling Method and Change of Measure

   Master-uppsats, Lunds universitet/Matematisk statistik

   Författare :Johan Gustavsson; [2017]
   Nyckelord :OTC; Counterparty credit risk; HW1F; Market price of risk; CVA; Potential Future Exposure; Expected Exposure; Bermudan swaption; Stochastic Grid Bundling Method; SGBM.; Mathematics and Statistics;

   Sammanfattning : The notional amounts outstanding of over-the-counter (OTC) derivatives had grown exponentially for almost two decades and its rapid growth were mainly due the increase in OTC interest rate derivatives. As of december 2014, the total notional amounts outstanding in the global OTC market was 630 trillions USD and the OTC interest rate derivatives represents about 80% of the market. LÄS MER

7. 5. Big government and your Big Mac : Analyzing the impact of corn and soybean subsidies on US meat markets

   Master-uppsats, SLU/Dept. of Economics

   Författare :Nadav David Chudler; [2016]
   Nyckelord :feed crops; insurance premium subsidies; meat production externalities;

   Sammanfattning : Extensive literature exists regarding the externalities of industrial meat production in the United States. There is also a belief that the growth of these production systems were facilitated by high levels of subsidies for corn and soybean, the primary crops, or byproducts of which are used to feed livestock. LÄS MER