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Showing result 1 - 5 of 69 essays matching the above criteria.

  1. 1. Propulsion modelling of a generic submarine propeller

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Gustav Boman; [2023]
    Keywords : OpenFOAM; CFD; actuator line model; rotor disk; actuator disk; INSEAN E1619; propeller;

    Abstract : Self propulsion modelling is important in order to accurately simulate ships and submarinesusing Computational Fluid Dynamics (CFD). However, fully resolved simulations of hull andpropeller geometries are computationally heavy and time consuming. As such there is a greatinterest in lower order CFD models of propellers. READ MORE

  3. 2. Computational Analysis of Spray Deflector Designs

    University essay from KTH/Lättkonstruktioner, marina system, flyg- och rymdteknik, rörelsemekanik

    Author : Osman Gyokhan Ali; [2023]
    Keywords : Planing Hulls; Spray Deflector; Hull Modification; Computational fluid dynamics CFD ; resistance; trim angle; heave; CD-adapco Star CCM ; Numerical Ventilation; Phase Replacement; Modified HRIC Scheme; Volume Fraction Source Term; Reynolds averaged Navier-Stokes RANS ; Volume of Fluid VOF ; SST K-Omega Turbulence Modelling; Höghastighetshantverk; modelldesign; spraydeflektor;

    Abstract : Planing hull is a common hull design concept which decreases the resistance while speed is increasing for a specific speed range. It is also suitable for hull modifications to achieve higher efficiency. Spray deflector is a promising hull modification which offers extra resistance decreasing and less vertical acceleration for planing hulls. READ MORE

  4. 3. Neural Networks for Credit Risk and xVA in a Front Office Pricing Environment

    University essay from Lunds universitet/Matematisk statistik

    Author : Isabelle Frodé; Viktor Sambergs; [2022]
    Keywords : xVA; CVA; OTC; Counterparty Credit Risk; Interest Rate Swaps; Hull-White Model; Machine Learning; Artificial Neural Networks; Gated Recurrent Units; Mathematics and Statistics;

    Abstract : We present a data-driven proof of concept model capable of reproducing expected counterparty credit exposures from market and trade data. The model has its greatest advantages in quick single-contract exposure evaluations that could be used in front office xVA solutions. The data was generated using short rates from the Hull-White One-Factor model. READ MORE

  5. 4. A comparison of the Basel III capital requirement models for financial institutions

    University essay from Lunds universitet/Matematisk statistik

    Author : Sara Johannesson; Amanda Wahlberg; [2022]
    Keywords : Basel III; Internal Model Method IMM ; Standardized Approch for Counterparty Credit Risk SA-CCR ; Counterparty Credit Risk; Capital Requirement; Mathematics and Statistics;

    Abstract : The purpose of this report is to implement and compare the two Basel III standard methods on how to calculate the capital requirement for finan- cial institutions, related to counterparty credit risk. The models being the Standardized Approach for Counterparty Credit Risk (SA-CCR) and the Internal Model Method (IMM). READ MORE

  6. 5. Modeling the yield curve in conjunction with the FX spots

    University essay from Umeå universitet/Institutionen för fysik

    Author : Philip Lundqvist; [2022]
    Keywords : Yield Curve; FX spots; Bootstrap; Hull-White; Simulation; Calibration;

    Abstract : Interest rates and foreign exchange spots are widely used within financial products. It is important to understand the risk arising from products that depend on interest rates and/or foreign exchange spots. READ MORE