Multidisciplinary essays on finance

Open Access
Authors
Supervisors
Cosupervisors
Award date 03-11-2020
ISBN
  • 9769464210804
Number of pages 151
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
  • Faculty of Science (FNWI)
Abstract
This thesis includes four studies which, in the broadest sense, fall within the finance domain. The first chapter studies stochastic processes from a mathematical finance perspective, and more specifically develops theorems for regime switching. Chapter two develops a framework for the analysis of scenarios from an economic perspective, conditional on forward looking information. Chapter three takes a corporate finance angle and describes the optimization of the external audit using belief functions. Finally, the last chapter introduces a statistical test for partial monotonicity that can be useful in a data science approach to financial research problems.
Document type PhD thesis
Language English
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