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- Andersson, Patrik, 1981-
(författare)
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Four applications of stochastic processes : Contagious disease, credit risk, gambling and bond portfolios
- 2011
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis consists of four papers on applications of stochastic processes. In Paper I we study an open population SIS (Susceptible - Infective - Susceptible) stochastic epidemic model from the time of introduction of the disease, through a possible outbreak and to extinction. The analysis uses coupling arguments and diffusion approximations. In Paper II we propose a model describing an economy where companies may default due to contagion. The features of the model are analyzed using diffusion approximations. We show that the model can reproduce oscillations in the default rates similar to what has been observed empirically. In Paper III we consider the problem of finding an optimal betting strategy for a house-banked casino card game that is played for several coups before reshuffling. A limit result for the return process is found and the optimal card counting strategy is derived. This continuous time strategy is shown to be a natural generalization of the discrete time strategy where the so called effects of removals are replaced by the infinitesimal generator of the card process. In Paper IV we study interest rate models where the term structure is given by an affine relation and in particular where the driving stochastic processes are so-called generalised Ornstein-Uhlenbeck processes. We show that the return and variance of a portfolio of bonds which are continuously rolled over, also called rolling horizon bonds, can be expressed using the cumulant generating functions of the background driving Lévy processes associated with the OU processes. We also show that if the short rate, in a risk-neutral setting, is given by a linear combination of generalised OU processes, the implied term structure can be expressed in terms of the cumulant generating functions.
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| 2. |
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| 3. |
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| 4. |
- Bravo, L, et al.
(författare)
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- 2021
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swepub:Mat__t
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| 5. |
- Tabiri, S, et al.
(författare)
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- 2021
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swepub:Mat__t
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| 6. |
- Kanai, M, et al.
(författare)
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- 2023
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swepub:Mat__t
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| 7. |
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| 8. |
- Fägerstam, Emilia
(författare)
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Space and Place : Perspectives on outdoor teaching and learning
- 2012
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Doktorsavhandling (övrigt vetenskapligt/konstnärligt)abstract
- This thesis aims to explore teachers’ and students’ experience and perception of outdoor teaching and learning. Further, it aims to explore influences of outdoor teaching on academic performance in biology and mathematics. The contexts for the thesis are a Swedish high school and Australian environmental education centres. The empirical material comprises student and teacher interviews, and questionnaires and tests answered by students. Theoretical frames of reference are theory of place and three dimensions of learning: content, social and emotional dimensions of learning. The results reveal that the extended physical space had the potential to improve social relations and increase participation, collaboration and on-task communication. However, teachers witnessed a period of up to three months before the students adjusted to outdoor teaching. During that time disciplinary issues were a concern. Teaches’ perceptions were that experience of specific places such as local natural environment was fundamental to forming a sense of belonging and environmental concern. However, teachers described children and students as unfamiliar with local natural environments. Teacher’s perceptions were that media provides knowledge about nature rather than direct experience and children and students were often uncomfortable or afraid in nature. Mathematics followed by language education were the subjects most regularly taught outdoors. Two studies compared classroom education with partly outdoor education in biology and mathematics. Results reveal that students’ performance was equally good, or more developed as a consequence of outdoor teaching. An overarching conclusion is that the possibility to appeal to cognitive, social and emotional dimensions of learning all at the same time has the potential to concretize and broaden the often theoretical approach of high school education, and to contribute to long term episodic memories and a desire to learn.
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| 9. |
- Jandrić, Petar, et al.
(författare)
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Teaching in the Age of Covid-19
- 2020
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Ingår i: Postdigital Science and Education. - : Springer Science and Business Media LLC. - 2524-4868 .- 2524-485X. ; 2:3, s. 1069-1230
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Tidskriftsartikel (övrigt vetenskapligt/konstnärligt)abstract
- A collection of 84 author's testimonies and workspace photographs between 18 March and 5 May 2020.
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| 10. |
- Jandrić, Petar, et al.
(författare)
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Teaching in the Age of Covid-19—1 Year Later
- 2021
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Ingår i: Postdigital Science and Education. - : Springer. - 2524-485X .- 2524-4868. ; 3:3, s. 1073-1223
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Tidskriftsartikel (refereegranskat)
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