Now showing items 21-40 of 183

  • Dahl, Trond Henrik (Master thesis / Masteroppgave, 2009)
  • Dong, Qingsheng (Master thesis / Masteroppgave, 2009)
    The fractional Brownian motion (fBm) has recently drawn a lot of attention and has been studied in several directions, such as stochastic integration, stochastic differential equations, financial applications, and solutions ...
  • Hoffmann, Torgeir W. B. (Master thesis / Masteroppgave, 2009)
    We set out to find how copula-based dependence modelling of large jumps in the NIG-Lévy model affects the option price. This leads to the definition of a rejection-based approximation algorithm for the NIG-Lévy. Using ...
  • Fjeldskår, Hanne (Master thesis / Masteroppgave, 2009)
    Since the deregulation of electricity, new models were needed to quantify the price of contracts with speci ed delivery period of electricity. In this thesis we have looked at two such models. The rst model is given in ...
  • Sjursen, Steffen A. Søreide (Master thesis / Masteroppgave, 2009)
    The aim of this Thesis is to to study optimal investment in stocks when the stock is subject to default events and investors have different levels of information. The problem is solved in a general setting by combining a ...
  • Bliksrud, Mikael Andreas (Master thesis / Masteroppgave, 2009)
    Modellering av befolkningslevetid vil si å tilpasse en matematisk modell som skal forklare levetiden i en populasjon på en best mulig måte. Det ene målet med denne oppgaven var å sammenligne to levetidsmodeller sin tilpasning ...
  • Zhao, Yang (Master thesis / Masteroppgave, 2009)
    In recent years insurance companies in a series of European countries have been committed to finally implement several new initiatives of supervision and politics in their insurance business. These uidelines are known under ...
  • Wiborg, Andreas (Master thesis / Masteroppgave, 2010)
    Abstract Stochastic optimization using the stochastic Bellman equation, and probabilities approximated by way of Monte-Carlo, is a fairly unexplored field -- especially when the probabilities are affected by the controls. ...
  • Artykov, Farhod (Master thesis / Masteroppgave, 2010)
    Abstract The purpose of the following thesis is to study the effects of applying a Value-at-Risk constraint on the classic portfolio optimization problem. The Value at Risk constraint is thoroughly studied and a useful ...
  • Ngo, Hanh Ha Thi (Master thesis / Masteroppgave, 2010)
    Forsikringsselskaper har til enhver tid forpliktelser til sine kunder, og det er viktig at selskapene har en god solvensmargin. Selskapene må sørge for å ha tilstrekkelig med kapital for å oppfylle forpliktelsene. Denne ...
  • Walker, Sam-Erik (Master thesis / Masteroppgave, 2010)
    A newly developed deterministic numerical model for air pollution from road traffic is combined with stochastic models in order to predict hourly average concentrations of nitrogen oxides (NOx) with estimated uncertainty. ...
  • Dønvik, Torunn (Master thesis / Masteroppgave, 2010)
    Sammenligner forventete og observerte antall oligonukleotider av ulike lengder i mobile genetiske elementer og kromosomalt DNA. 108 komplett sekvenserte bakterie genomer, samt 180 plasmider og 371 fager inngår i analysen. ...
  • Stigum, Anne Olaug (Master thesis / Masteroppgave, 2010)
    This thesis is divided into two parts. The first part involves the new solvency directive for the insurance industry in the European Union, Solvency II, which will be implemented in 2012. The second part involves valuation ...
  • Brænden, Roar (Master thesis / Masteroppgave, 2010)
    Airborne photography are used to map zones of potential aquatic vegetation. This is done by statistical classification using different approaches. We use five classes representing different vegetation and landscape zones, ...
  • Kløvnes, Arnhild (Master thesis / Masteroppgave, 2010)
    Abstract Credit contagion arises when a company is in economic distress or if it defaults. The default of a company will have implications for any firm that is economically connected to this given company. The effect of ...
  • Radnia, Naeimeh (Master thesis / Masteroppgave, 2010)
    The present text examines and applies methods for modeling recurrent event data, focusing on whether to use global time or recurrence time as the basic time scale. The purpose is to gain an insight into how easy/difficult ...
  • Halle, Jan Olav (Master thesis / Masteroppgave, 2010)
    The purpose of the master thesis is to look at the classical article «Backward Stochastic Differential Equations in Finance» by Karoui, Peng and Quenez. Here, theory about Backward Stochastic Differential Equations (BSDEs) ...
  • Godefay, Girmay Zerom (Master thesis / Masteroppgave, 2010)
  • Nordby, Pål (Master thesis / Masteroppgave, 2010)
    Determining the prognosis in an early stage of human cancer can be essential for the choice of optimal therapy. Digital image analysis of cell nuclei is a very useful tool to obtain quantitative information for robust ...
  • Solberg, Kjell Andreas (Master thesis / Masteroppgave, 2010)
    Når olje fra flere reservoarer skal prosesseres ved samme prosessfasilitet, må den samlede prosesskapasiteten fordeles mellom de ulike reservoarene. Hvor mye av kapasiteten hvert av reservoarene får disponere, vil imidlertid ...