Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 7 of 7 for “"Financial modelling"”.
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Essays on Dynamics Models in Finance
… chapter is on a damped diffusion framework in financial modelling. With the popular CEV process for the underlying stock or stochastic volatility, the martingale option pricing approach can fail. I propose a flexible damped diffusion framework to overcome these drawbacks. This framework is …
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Investigating factors inhibiting institutional investors from investing in Namibia: A study of pension funds
… assets in Namibia. The study identified also financial instruments where pension funds’ assets can be invested in Namibia and suggested measures to encourage pension funds investors to invest in the local economy. The study adopted quantitative approach. The probability random sampling …
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FRACTAL BASED FRAMEWORK FOR TIME SERIES VOLATILITY PREDICTION
… mathematical framework is presented for pricing financial derivatives and modelling asset behaviour by bringing together fractional Brownian motion (fBm), fuzzy logic, and jump processes, all aligned with the no–arbitrage principle. In particular, our mathematical developments include fBm defined …
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An investigation into reference-day risk-free metrics in the context of modern portfolio theory on the JSE
… theory (MPT), asset pricing models and broader financial modelling are dependent upon the accuracy of input parameters. For example, the accuracy of expected returns, standard deviations and correlations as an input into MPT will result in a more efficient selection of the optimal portfolio. …
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An analysis of key macroeconomic variables and underlying basic assumptions contained in loan capital commitments on the financial sustainability of electric power distribution companies (DisCos) in the Nigerian electricity supply industry (NESI) under the Multi-year (MYT) framework
… the Multi-Year Tariff (MYT) framework. The financial liquidity crisis experienced is allegedly exacerbated by the inability of the Electricity Power Distribution Companies (DisCos) in the Nigerian Electricity Supply Industry (NESI) to meet their respective financial obligations, especially …
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An analysis of the implications of the transition to Net Zero economy by Mobile Network Operators in the MEA Region
… issues such as fragmented governance, inadequate financial modelling, poor incentives and rewards systems undermine meaningful progress. The study finds that passive reliance on policy change and the relegation of procurement functions significantly slow down transformation. Without comprehensive …
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Sequential Modelling and Inference of High-frequency Limit Order Book with State-space Models and Monte Carlo Algorithms
… present challenges to some classic statistical modelling approaches. By adopting powerful state-space models from the field of signal processing as well as a number of Bayesian inference algorithms such as particle filtering, Markov chain Monte Carlo and variational inference algorithms, this …