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Multidimensional measures on Cantor sets
(2013-06-24)
Cantor sets in R are common examples of sets on which Hausdorff measures can be positive and
finite. However, there exists Cantor sets on which no Hausdorff measure is supported and finite.
The purpose of this thesis is ...
Exploring a proxy to the CDS-Bond basis
(2013-06-20)
This thesis investigates the behaviour of the CDS-bond basis dur-
ing and after the 2008 nancial crisis. It is found that the basis plunges
deep into negative territory and that the theory of a zero CDS-bond
basis is ...
Optimal design of dilution
(2013-12-20)