Essays about: "Financial Mathem"

Found 2 essays containing the words Financial Mathem.

  1. 1. Risk Evaluation in a ML-Approximated Portfolio Environment

    University essay from KTH/Matematik (Avd.)

    Author : Filip Franzén; Karl Axel Nord; [2022]
    Keywords : Financial risk management; forecasting; machine learning; FMCG; Finansiell riskhantering; prognostisering; maskininlärning; konsumtionsvaror;

    Abstract : This thesis explores and evaluates the forecasting application of the machine learning method Gradient Boosting Decision Trees. This method is used to forecast the demand of the online grocery market with a 7-day time horizon. The thesis was conducted in collaboration with the online grocery company Mathem. READ MORE

  3. 2. Arbitrage-free market models for interest rate options and future options: the multi-strike case

    University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

    Author : Hui Ye; Anastasia Ellanskaya; [2010]
    Keywords : Financial Mathem; atics; arbitrage-free market; interest rate options; multy-strike case;

    Abstract : This work mainly studies modeling and existence issues for martingale models of option markets with one stock and a collection of European call options for one fixed maturity and infinetely many strikes. In particular, we study Dupire's and Schweizer-Wissel's models, especially the latter one. READ MORE