Browsing by Author "Habtemicael, Semere Kidane"
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Modeling Financial Swaps and Geophysical data Using the Barndorff-Nielsen and Shephard Model
Habtemicael, Semere Kidane (North Dakota State University, 2015)This dissertation uses Barndoff-Nielsen and Shephard (BN-S) models to model swap, a type of financial derivative, and analyze geophysical data for estimation of major earthquakes. From empirical observation of the stock ... -
Modeling Swap and Geophysical Analysis using Barndorff-Nielson and Shephard Model
Habtemicael, Semere Kidane (North Dakota State University, 2015)Video summarizing Ph.D. dissertation for a non-specialist audience.