Essays about: "Niclas Samuelsson"

Found 2 essays containing the words Niclas Samuelsson.

  1. 1. Empirical study of methods to complete the swaption volatility cube from the caplet volatility surface

    University essay from Uppsala universitet/Tillämpad matematik och statistik

    Author : Niclas Samuelsson; [2021]
    Keywords : fixed income; interest rate derivatives; swaption; cap;

    Abstract : Fixed income markets are vast markets, involving a large number of actors including financial institutions, state actors, asset managers and corporations. An import part of these markets are contracts written on the xIBOR rates. READ MORE

  3. 2. The Magnon-Phonon coupling from a microscopic perspective

    University essay from Uppsala universitet/Materialteori; Uppsala universitet/Institutionen för teknikvetenskaper

    Author : Niclas Samuelsson; [2019]
    Keywords : ;

    Abstract : In this project a microscopic description of the magnon-phonon coupling is rederived. This theory is then used to simulate the thermalization process between the spin and lattice system in NiO. It is argued that the Kusuya-LeCraw process (1 mg + 1 ph into 1 mg) cannot be the reason that the phononic and magnonic systems reach a thermal equilibrium. READ MORE