Essays about: "Asset Market Simulation"

Showing result 11 - 15 of 22 essays containing the words Asset Market Simulation.

  1. 11. AUTOSARLang: Threat Modeling and Attack Simulation for Vehicle Cybersecurity

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

    Author : Asmelash Girmay Mesele; [2018]
    Keywords : vehicular cybersecurity; threat model; attack simulation; AUTOSAR Adaptive Platform; vehicular cybersecurity; hot modell; attack simulering; AUTOSAR Adaptiv plattform;

    Abstract : The rapid growth and development of the Information and Communications Technology attract many industries including the automotive industry. Since the last four decades, the automotive engineering has been impacted by the Information Technology. READ MORE

  3. 12. Asset-Liability Management with in Life Insurance

    University essay from KTH/Matematisk statistik

    Author : Jakob Gip Orreborn; [2017]
    Keywords : Asset-liability management; Participating life insurance policies; Bonus policy; Ssurrender;

    Abstract : In recent years, new regulations and stronger competition have further increased the importance of stochastic asset-liability management (ALM) models for life insurance firms. However, the often complex nature of life insurance contracts makes modeling to a challenging task, and insurance firms often struggle with models quickly becoming too complicated and inefficient. READ MORE

  4. 13. Conditional Value-at-Risk targeted portfolio optimisation

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Dennis Gill; Tim Herzig; [2017]
    Keywords : Conditional Value-at-Risk; Value-at-Risk; Coherent Risk Measures; Portfolio Optimisation; Monte Carlo Simulation;

    Abstract : New financial regulations have constantly forced market participants to adapt to changing rules. Recent regulatory iterations require them to focus on tail risk in portfolios of financial assets. One metric to quantify tail risk in portfolios is the Conditional Value-at-Risk (cVaR). READ MORE

  5. 14. Implementation of Reliability Centered Asset Management method on Power Systems

    University essay from KTH/Skolan för elektro- och systemteknik (EES)

    Author : Yu Zhang; [2017]
    Keywords : Asset management; Reliability centered maintenance RCM ; Reliability centered asset management RCAM ; Multi-objective optimization; Maintenance optimization; Power system maintenance;

    Abstract : Asset management is getting increasingly important in nearly all fields, especially inthe electric power engineering. It is mainly due to the following two reasons. First isthe high investment cost include the design cost, construction cost, equipment costand the high maintenance cost. READ MORE

  6. 15. A performance investigation and evaluation of selected portfolio optimization methods with varying assets and market scenarios

    University essay from KTH/Matematisk statistik

    Author : Gustaf Callert; Filip Halén Dahlström; [2016]
    Keywords : Portfolio optimization; Asset allocation; Evaluation ratios; Asset pricing; Risk measures; Monte Carlo simulation; Bootstrapping;

    Abstract : This study investigates and evaluates how different portfolio optimization methods perform when varying assets and financial market scenarios. Methods included are mean variance, Conditional Value-at-Risk, utility based, risk factor based and Monte Carlo optimization. READ MORE