Browsing FACULTY OF SCIENCE - THESIS by Subject "Mathematics"

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Analytical formula for conditional moments of extended heston-CEV hybrid model with time-dependent parameters

Promsiri Anunak (Chulalongkorn University, 2023)

This thesis proposes an analytical formula for the conditional moments of the extended Heston-CEV hybrid model, which is the combination of the Heston model and the March-Rosenfeld process, also known as the constant ...
Mixture sutoregressive models for Thai stock market data

Apicha Suthichayapipat (Chulalongkorn University, 2023)

The autoregressive (AR) model is one of the most widely used time series forecasting models. The standard AR model was established using the normal distribution, which is violated in some datasets, notably financial data. ...
Normal approximation for locally dependent collateralized debt obligation

Suporn Jongpreechaharn (Chulalongkorn University, 2019)

This dissertation sheds light on a collateralized debt obligation (CDO) since it resulted in the financial crisis between 2007 and 2008. Because of damage of this crisis, several authors have attempted to approximate loss ...
Some Properties Of Extending Hypermodules, C11-Hypermodules And T-Extending Hyperrings

Chokchai Wongyai (Chulalongkorn University, 2021)

In this research, extending hypermodules, C11-hypermodules and t-extending hyperrings are defined and studied. We characterize extending hypermodules, C11-hypermodules and t-extending hyperrings in many ways under some ...

Now showing items 1-4 of 4

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