Essays about: "Derivat"

Showing result 11 - 15 of 50 essays containing the word Derivat.

  1. 11. Investigating Gender Disparity within Cyber Security : Analysis of Possible Factors Through a Mixed- Method Qualitative Study and a Self- Implemented Testing Program

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Sebastian Lihammer; Linnea Hagman; [2021]
    Keywords : cyber security; gender disparity; qualitative; quantitative; interview; survey study; Datasäkerhet; könsskillnad; kvalitativ; kvantitativ; intervju; enkätundersökning;

    Abstract : The importance of cyber security is rapidly increasing. At the same time, too few cyber security professionals are educated in order to fulfill industrial needs. Women are a minority within information technology and account for an even smaller number of people within cyber security itself. READ MORE

  3. 12. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

    University essay from KTH/Matematisk statistik

    Author : Christopher Herron; André Zachrisson; [2020]
    Keywords : Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

    Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE

  4. 13. Convergence Properties for Different Null Space Bases When Solving the Initial Margin Optimization Problem Using CMA-ES

    University essay from KTH/Matematisk statistik

    Author : Jacob Barnholdt; Filip Carlsson; [2020]
    Keywords : Financial mathematics; CMA-ES; Optimization; Initial Margin; Null space representations; Finansiell matematik; CMA-ES; Optimering; Initial Margin; Nollrumsrepresentationer;

    Abstract : This thesis evaluates how the evolutionary algorithm CMA-ES (Covariance Matrix Adaption Evolution Strategy) can be used for optimizing the total initial margin for a network of banks trading bilateral OTC derivatives. The algorithm is a stochastic method for optimization of non-linear and, but not limited to, non-convex functions. READ MORE

  5. 14. Formulation of nanoemulsions stabilized by cellulose nanocrystals

    University essay from KTH/Skolan för kemi, bioteknologi och hälsa (CBH)

    Author : Marco Maccagno; [2020]
    Keywords : nanocellulose; hydroxypropyl methilcellulose; Pickering emulsions; microfluidization; drug delivery; nanocellulosa; hydroxipropylmetylcellulosa; Pickering emulsioner; microfluidization; drogleverans;

    Abstract : Cellulose nanocrystals (CNCs) are bio-based nanoparticles with the ability to stabilize oil and water emulsions thanks to their intermediate wettability and nanometric size. These and other types of particle-stabilized emulsions, commonly referred to as Pickering emulsions, are of great academic and industrial interest due to their superior stability against drop coalescence compared to classical surfactant-stabilized emulsions. READ MORE

  6. 15. Debt Portfolio Optimization at the Swedish National Debt Office: : A Monte Carlo Simulation Model

    University essay from KTH/Matematisk statistik

    Author : Felix Greberg; [2020]
    Keywords : Public Debt Management; Financial Mathematics; Portfolio Optimization; Ornstein–Uhlenbeck; Vector Autoregression; Term Structure Evolution; Nelson-Siegel; R; Monte Carlo simulation; Skuldförvaltning; Finansiell matematik; Portföljoptimering; Ornstein–Uhlenbeck; Vector autoregression; Ränteutvecklingsmodeller; Nelson-Siegel; R; Monte Carlo-simulering;

    Abstract : It can be difficult for a sovereign debt manager to see the implications on expected costs and risk of a specific debt management strategy, a simulation model can therefore be a valuable tool. This study investigates how future economic data such as yield curves, foreign exchange rates and CPI can be simulated and how a portfolio optimization model can be used for a sovereign debt office that mainly uses financial derivatives to alter its strategy. READ MORE