Search
Now showing items 1-2 of 2
Modeling Swap and Geophysical Analysis using Barndorff-Nielson and Shephard Model
(North Dakota State University, 2015)
Video summarizing Ph.D. dissertation for a non-specialist audience.
Modeling Financial Swaps and Geophysical data Using the Barndorff-Nielsen and Shephard Model
(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 ...