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.

Results

Showing 1 to 4 of 4 for “"generalized hyperbolic distribution"”.

  1. Higher moment models for risk and portfolio management

    … context, with a special focus on the Generalized Hyperbolic distribution. In Chapter 1, I consider the extension of univariate GARCH processes with higher moment dynamics based on the Autoregressive Conditional Density model of Hansen (1994), with conditional distribution the …

    city-london Repository record for Higher moment models for risk and portfolio management (opens in a new tab)

  2. Pricing Basket of Credit Default Swaps and Collateralised Debt Obligation by Lévy Linearly Correlated, Stochastically Correlated, and Randomly Loaded Factor Copula Models and Evaluated by the Fast and Very Fast Fourier Transform

    … standardised to incorporate an endless number of distribution alternatives those admits the Lévy process. Since the Lévy process could include a variety of processes structural assumptions from pure jumps to continuous stochastic, then those distributions who admit this process could represent …

    bradford Repository record for Pricing Basket of Credit Default Swaps and Collateralised Debt Obligation by Lévy Linearly Correlated, Stochastically Correlated, and Randomly Loaded Factor Copula Models and Evaluated by the Fast and Very Fast Fourier Transform (opens in a new tab)

  3. Some Problems Concerning the Generalized Hyperbolic and Related Distributions

    … with some significant problems concerning the generalized hyperbolic and generalized inverse Gaussian distribution. Firstly, the presence of the modified Bessel function of the second kind Kλ (z) in the density function of these distributions has been known to be one of the challenges for …

    auckland-ms Repository record for Some Problems Concerning the Generalized Hyperbolic and Related Distributions (opens in a new tab)

  4. Lévy Processes in Finance: Theory, Numerics, and Empirical Facts

    Levy-Prozesse, das heißt stochastische Prozesse mit unabhängigen <br>und stationären Zuwächsen, stellen eine Verallgemeinerung der <br>Brownschen Bewegung dar. Aufgrund ihrer günstigen analytischen <br>Eigenschaften hat sich die Brownsche Bewegung als Standardmodell <br>für viele Prozesse in der …

    freiburg-diss Repository record for Lévy Processes in Finance: Theory, Numerics, and Empirical Facts (opens in a new tab)