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Variance Dependent Pricing Kernels in GARCH Models
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics, Analysis and Applied Mathematics.
2012 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Place, publisher, year, edition, pages
2012. , 62 p.
Series
U.U.D.M. project report, 2012:20
National Category
Mathematical Analysis
Identifiers
URN: urn:nbn:se:uu:diva-180373OAI: oai:DiVA.org:uu-180373DiVA: diva2:549771
Educational program
Master Programme in Mathematics
Uppsok
Physics, Chemistry, Mathematics
Supervisors
Examiners
Available from: 2012-09-05 Created: 2012-09-05 Last updated: 2012-09-05Bibliographically approved

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fulltext(657 kB)495 downloads
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File name FULLTEXT01.pdfFile size 657 kBChecksum SHA-512
27f8af1495ace586d5c9bbcea386f3fd6f346b9f723f842347efb5faf7e1c6f41818df88c41b7c8dfb379ec149499d20dd226e9fdbec11d89640d32688d92055
Type fulltextMimetype application/pdf

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CiteExportLink to record
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