Multidisciplinary essays on finance
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| Cosupervisors | |
| Award date | 03-11-2020 |
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| Number of pages | 151 |
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| 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.
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| Document type | PhD thesis |
| Language | English |
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