Finding the Real Odds

Attrition and Time-to-Degree in the FSU College of Criminology and Criminal Justice

by Robert C. Lightfoot

Attrition and time-to-degree issues remain poorly understood in academia, and almost completely unexplored in criminology and criminal justice. Loss rates of fifty percent or more are common in the social sciences, while the success rates for criminal justice are unknown for most schools. This study attempts to ...

Modelling and Simulation of Stochastic Volatility in Finance

by Christian Kahl

The famous Black-Scholes model was the starting point of a new financial industry and has been a very important pillar of all options trading since. One of its core assumptions is that the volatility of the underlying asset is constant. It was realised early that one has to specify a dynamic on the volatility ...

Radiative Transfer Using Boltzmann Transport Theory

by Carnell Littlejohn

Radiative transfer of photons though a random distribution of scatterers is considered. The Boltzmann transport eq is used to develop a program to obtain real values of intensity based on a set of discrete time intervals. A Newton-Raphson method is used to determine a set of eigenvalues based on the boundary ...

Modeling Credit Risk and Pricing Credit Derivatives

by Martin P. Wolf

The thesis starts with a short description of the credit derivatives' place in the credit risk management. Then it proceeds by outlining the basic forms of credit derivatives, their applications, and their contract elements. A short description of the two common pricing frameworks for credit derivatives, the Firm's ...

Canonical Auto and Cross Correlations of Multivariate Time Series

by Marcia Woolf Bulach

The study of Multivariate Time Series has always been more difficult at the modeling stage than the univariate case. Identification of a suitable model, questions of stability, and the difficulties of prediction are well recognised. A variety of methods appear to be worth examining. This thesis is concerned with the ...

Contributions to the Theory of Monte Carlo and Quasi-Monte Carlo ...

by Giray Okten

Quasi-Monte Carlo methods, which are often described as deterministic versions of Monte Carlo methods, were introduced in the 1950s by number theoreticians. They improve several deficiencies of Monte Carlo methods; such as providing estimates with deterministic bounds and avoiding the paradoxical difficulty of ...

Some Notes on Game Bounds

by Silva Jorg

Combinatorial Games are a generalization of real numbers. Each game has a recursively defined complexity (birthday). In this paper we establish some game bounds. We find some limit cases for how big and how small a game can be, based on its complexity. For each finite birthday, N, we find the smallest positive ...

Some Notes on the Theory of Hilbert Spaces of Analytic Functions on ...

by Silva Jorg

In this work we explore the relation between some local Dirichlet spaces and some operator ranges. As an application we give numerical bounds for an equivalence of norms on a particular subspace of the Hardy space.

Based on these results we introduce an operator on H^2 which we study in some ...