Blar i NTNU Open på forfatter "Aas, Kjersti"
Sætre, Tormod (Master thesis, 2007)This master thesis gives an introduction to collateralized debt obligations (CDOs), and presents three models for pricing CDO tranches - The Vasicek model, which is considered to be the standard market model, the double ...
Orskaug, Elisabeth (Master thesis, 2009)In this thesis we have studied the DCC-GARCH model with Gaussian, Student's $t$ and skew Student's t-distributed errors. For a basic understanding of the GARCH model, the univariate GARCH and multivariate GARCH models in ...
Aas, Kjersti (Doktoravhandlinger ved NTNU, 1503-8181; 2008:5, Doctoral thesis, 2007)