Thèses sur le sujet « Nielsen model »
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Habtemicael, Semere Kidane. « Modeling Financial Swaps and Geophysical data Using the Barndorff-Nielsen and Shephard Model ». Diss., North Dakota State University, 2015. https://hdl.handle.net/10365/27934.
Texte intégralPszczola, Agnieszka, et Grzegorz Walachowski. « Testing for jumps in face of the financial crisis : Application of Barndorff-Nielsen - Shephard test and the Kou model ». Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-2872.
Texte intégralThe purpose of this study is to identify an impact on an option pricing within NASDAQ OMX Stockholm Market, if the underlying
asset prices include jumps. The current financial crisis, when jumps are much more evident than ever, makes this issue very actual and important in the global sense for the portfolio hedging and other risk management applications for example for the banking sector. Therefore, an investigation is based on OMXS30 Index and SEB A Bank. To detect jumps the Barndorff-Nielsen and Shephard non-parametric bipower variation test is used. First it is examined on simulations, to be finally implemented on the real data. An affirmation of a jumps occurrence requires to apply an appropriate model for the option pricing. For this purpose the Kou model, a double exponential jump-diffusion one, is proposed, as it incorporates essential stylized facts not available for another models. Th parameters in the model are estimated by a new approach - a combined cumulant matching with lambda taken from the Barrndorff-Nielsen and Shephard test. To evaluate how the Kou model manages on the option pricing, it is compared to the Black-Scholes model and to the real prices of European call options from the Stockholm Stock Exchange. The results show that the Kou model outperforms the latter.
Skelton, George. « Variation of Fenchel Nielsen coordinates ». Thesis, University of Warwick, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.247640.
Texte intégralLuhn, Christoph. « Anomaly free discrete gauge symmetries in Froggatt-Nielsen models ». [S.l.] : [s.n.], 2006. http://deposit.ddb.de/cgi-bin/dokserv?idn=980380936.
Texte intégralHabtemicael, Semere Kidane. « Modeling Swap and Geophysical Analysis using Barndorff-Nielson and Shephard Model ». Diss., North Dakota State University, 2015. http://hdl.handle.net/10365/25393.
Texte intégralGosses, Moritz [Verfasser], Niels [Akademischer Betreuer] Schütze, Niels [Gutachter] Schütze, Thomas [Akademischer Betreuer] Wöhling, Thomas [Gutachter] Wöhling, Wolfgang [Akademischer Betreuer] Nowak et John [Gutachter] Doherty. « Model-based data worth analysis for groundwater systems with the use of surrogate models / Moritz Gosses ; Gutachter : Niels Schütze, Thomas Wöhling, John Doherty ; Niels Schütze, Thomas Wöhling, Wolfgang Nowak ». Dresden : Technische Universität Dresden, 2020. http://d-nb.info/123191694X/34.
Texte intégralPenna, Marcos. « A investigacao da estrutura da matéria no início do século XX : Niels Bohr e a busca de explicações para a estabilidade do átomo ». Pontifícia Universidade Católica de São Paulo, 2009. https://tede2.pucsp.br/handle/handle/13420.
Texte intégralSecretaria da Educação do Estado de São Paulo
The aim of this abstract is to study the formulation of Niels Bohr´s atomic model in the beginning of the twentieth century, regarding the atomic model of Rutherford. The issues about instability resulting from this model and the observation that the classical mechanic could not express the atomic reality were both intensively approached themes those days. Besides that, spectroscopy data showed that the raising of spectral lines, characteristic of chemical elements, should be explained by an atomic model. The classical mechanic is replaced in the analysis of the atomic phenomena under Bohr´s atomic model. After Max Planck´s ideas, the energy from the atomic processes is not absorbed nor is it continually freed. Actually it is found in the form of energy packages called quanta. To develop his atomic model, Bohr uses studies from Rutherford experiments as well as works about the spectral lines observed from spectroscopic analyses on chemical elements, in which each chemical element can be identified from the light spectrum emitted when this element after receiving energy changes the orbit and remains unstable, freeing an amount of energy in the form of light at the moment that it returns to its stable state
Esta dissertação tem como objetivo o estudo da formulação do modelo atômico de Niels Bohr no inicio do século XX, a partir do modelo atômico de Rutherford. A questão da instabilidade decorrente desse modelo, bem como a observação de que a mecânica clássica não poderia expressar a realidade atômica foram temas intensamente debatidos naquela época. Além disso, os dados de espectroscopia demonstravam que o aparecimento das riscas espectrais características dos elementos químicos deveria ser explicado por um modelo atômico. No desenvolvimento do modelo atômico de Bohr, a mecânica clássica e substituída na análise dos fenômenos atômicos. A partir das idéias de Max Planck, segundo as quais a energia dos processos atômicos não é absorvido nem liberada de forma contínua, mais sim na forma de pacotes de energia chamados de quanta. Para desenvolvimento de seu modelo atômico Bohr se utiliza estudos do experimento de Rutherford e de trabalhos sobre as riscas espectrais observadas a partir de analises espectroscópicas dos elementos químicos, segundo a qual cada elemento químico pode ser identificado a partir do espectro de luz emitido quando o mesmo após receber energia, muda de órbita e fica instável e quando volta ao seu estado de estabilidade libera uma quantidade de energia na forma de luz
Wesselhöfft, Niels [Verfasser]. « Utilizing self-similar stochastic processes to model rare events in finance / Niels Wesselhöfft ». Berlin : Humboldt-Universität zu Berlin, 2021. http://d-nb.info/1228333513/34.
Texte intégralAka, Niels Mariano [Verfasser]. « Three Essays on Model Selection in Time Series Econometrics : Model Averaging, Causal Graphs, and Structural Identification / Niels Mariano Aka ». Berlin : Freie Universität Berlin, 2021. http://d-nb.info/1229436685/34.
Texte intégralBode, Niels [Verfasser]. « Coherent electrons and collective modes in quantum-transport through nanostructures / Niels Bode ». Berlin : Freie Universität Berlin, 2012. http://d-nb.info/1027815944/34.
Texte intégralWarmuth, Niels Jakob [Verfasser], Christoph [Akademischer Betreuer] Kaserer et David [Akademischer Betreuer] Wozabal. « Multifactor Capital Asset Pricing Models / Niels Jakob Warmuth. Gutachter : David Wozabal ; Christoph Kaserer. Betreuer : Christoph Kaserer ». München : Universitätsbibliothek der TU München, 2014. http://d-nb.info/106309013X/34.
Texte intégralPaiba, Annette [Verfasser], et Niels [Akademischer Betreuer] Decher. « Prämotorisches Modell der Parkinson-Krankheit : Elektrophysiologische Charakterisierung von Locus coeruleus Neuronen nach α-Synuklein-Überexpression im Mausmodell / Annette Paiba ; Betreuer : Niels Decher ». Marburg : Philipps-Universität Marburg, 2020. http://d-nb.info/1223130282/34.
Texte intégralRICCARDI, CHIARA. « Mechanistic modeling of bituminous mortars to predict performance of asphalt mixtures containing RAP ». Doctoral thesis, 2017. http://hdl.handle.net/2158/1087507.
Texte intégralMhike, Washington. « Surface resistivity, mechanical and thermal properties of rotationally moulded polyethylene/graphite composites ». Diss., 2012. http://hdl.handle.net/2263/29905.
Texte intégralIyer, Abhishek Muralidhar. « Randall-Sundrum Model as a Theory of Flavour ». Thesis, 2013. http://etd.iisc.ernet.in/2005/3381.
Texte intégralZiabicki, Jacek. « Froggatt-Nielsen models from string theory / ». 1997. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&res_dat=xri:pqdiss&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&rft_dat=xri:pqdiss:9800668.
Texte intégralLuhn, Christoph [Verfasser]. « Anomaly free discrete gauge symmetries in Froggatt-Nielsen models / vorgelegt von Christoph Luhn ». 2006. http://d-nb.info/980380936/34.
Texte intégralBouhlal, Yasser. « A Retrospective and Prospective Analysis of the Demand for Cheese Varieties in the United States ». Thesis, 2012. http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-10745.
Texte intégralBredemeyer, Niels H. [Verfasser]. « Untersuchungen zur photokatalytischen NOx-Reduktion in sauerstoffreichen Modell-Abgasen / von Niels H. Bredemeyer ». 2001. http://d-nb.info/963649256/34.
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