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- Document type:
- Diplomarbeit
- Author(s):
- Wang, Xiaogang
- Title:
- Modeling Financial Scenarios
- Abstract:
- This thesis gives an introduction of some stochastic asset Models. The inflation rate, interest rates and equity return are modelled by some stochastic processes, for example, mean reversion process, 2-factor White-Hull model. The models have been tested to compare with the empirical data. The correlations between the scenarios are also examined.
- Referee:
- Prof. Dr. Rudi Zagst
- Year:
- 2008
- Language:
- en
- University:
- Technische Universität München
- Faculty:
- Fakultät für Mathematik
- Format:
- Text
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