Výsledky vyhledávání - "Berglund, André"

Dissertation/ Thesis

On the risk relation between Economic Value of Equity and Net Interest Income

The Basel Committee has proposed a new Pillar 2 regulatory framework for evaluating the interest rate risk of a bank's banking book appropriately called Interest Rate Risk in the Banking Book. The framework requires a bank to use and report two diffe

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Dissertation/ Thesis

Numerical Simulations of Linear Stochastic Oscillators : driven by Wiener and Poisson processes

Autor: Berglund, André

The main component of this essay is the numerical analysis of stochastic differential equations driven by Wiener and Poisson processes. In order to do this, we focus on two model problems, the geometric Brownian motion and the linear stochastic oscil

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Dissertation/ Thesis

Bolåneräntor i Sverige : Enanalys av individuella räntor med multipel linjär regression

Autor: Berglund, André, Hellgren, Erik

I denna rapport undersöks hur ett antal kundspecifika faktorer som belåningrad, bank och inkomst påverkar svenska hushålls individuella bolåneräntor. Metoden som används är multipel linjär regression med transformeringar av förklarande vari

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Dissertation/ Thesis

Evaluating ∫0∞f(x)dx and ∫ab f(x)dx using residue calculus

Autor: Berglund, André

In this essay we use complex analysis, in particular modern residue calculus, to compute certain Riemann integrals.
I den har uppsatsen använder vi komplex analys, då särskilt modern residykalkyl, for att beräkna vissa Riemann-integraler.

Externí odkaz: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-92522

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