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Now showing items 1821-1830 of 3781
(Research report / Forskningsrapport, 2010)
We study the robustness of option prices to model variation after a change of measure where the measure depends on the model choice. We consider geometric Lévy models in which the infinite activity of the small jumps is ...
(Research report / Forskningsrapport, 2010)
Bond duration in its basic deterministic form is a concept well understood. Its meaning in the context of a yield curve on a stochastic path is less well developed. We extend the basic idea to a stochastic setting. More ...
(Research report / Forskningsrapport, 2010)
We study the robustness of option prices to model variation within a jump-diffusion framework. In particular we consider models in which the small variations in price dynamics are modeled with a Poisson random measure with ...
(Research report / Forskningsrapport, 2009)
We investigate Hopf algebroids in the category of <I>L</I>-complete modules over a commutative Noetherian regular complete local ring. The main examples of interest in algebraic topology are the Hopf algebroids associated ...
(Research report / Forskningsrapport, 2010)
(Doctoral thesis / Doktoravhandling, 2023)
Solving equations has always been one of the core areas of mathematics. One important class of equations are so-called polynomial equations. These appear naturally in a broad collection of fields, such as number theory, ...
(Master thesis / Masteroppgave, 2016)
Denne oppgaven er skrevet i faget MAT5930L, som er det siste faget i Lektorprogrammet ved UiO. Emnet er Euklids Elementer. Vi ser på noen av proposisjonene i de tre første bøkene av Elementer. Her fokuserer vi på hvordan ...
(Master thesis / Masteroppgave, 2016)
Norway has been suffering from numerous natural disasters throughout its history. In order to be able to compensate losses caused by natural disasters such as storm, flood, earthquake, avalanche or other natural disasters, ...
(Master thesis / Masteroppgave, 2016)
Syringomyelia is a progressive disease where fluid filled cavities develop inside the spinal cord, and is frequently seen together with Chiari Malformation I (CMI). CMI is characterized by downwards displacements of the ...
(Master thesis / Masteroppgave, 2016)