Essays about: "BROWNIAN MOTION"

Showing result 1 - 5 of 82 essays containing the words BROWNIAN MOTION.

  1. 1. Introduction of the Swedish Investment Saving Account and Individual Stock Investment Behavior

    University essay from Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Author : Yao Fu; [2023]
    Keywords : capital income taxation; ISK; stock investment; idiosyncratic risk; systematic risk;

    Abstract : The Swedish government introduced a new saving platform named as the Swedish Investment Saving Account (ISK) in January 2012 in order to simplify the taxation on the capital income of security investment. Compared to the conventional accounts (CA), ISK is taxed at a flat-rate based on the balance in the account, and there is no other taxation related to security sales and dividend distribution. READ MORE

  3. 2. Random curves and their scaling limits

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Jonatan Wächter; [2023]
    Keywords : Stochastic processes; Schramm-Loewner-Evolution; Random Walk; Brownian Motion; Harmonic Explorer;

    Abstract : We focus on planar Random Walks and some related stochastic processes. The discrete models are introduced and some of their core properties examined. We then turn to the question of continuous analogues, starting with the well-known convergence of the Random Walk to Brownian Motion. READ MORE

  4. 3. Procedural Worlds : A proposition for a tool to assist in creation of landscapes byprocedural means in Unreal Engine 5

    University essay from Linköpings universitet/Informationskodning

    Author : Viktor Sjögren; William Malteskog; [2023]
    Keywords : Procedural Generation; PCG; Terrain generation; Unreal Engine; Path generation; Catmull-Rom splines; Noise; Perlin noise; Biomes; Interpolation;

    Abstract : This thesis explores the possibilities of creating landscapes through procedural means within the game engine Unreal Engine 5. The aim is to provide a flexible procedural landscape tool that doesn't limit the user and that is compatible with existing systems in the engine. READ MORE

  5. 4. Pricing and Hedging American-Style Options withDeep Learning: Algorithmic implementation

    University essay from Uppsala universitet/Analys och partiella differentialekvationer

    Author : Mohammed Moniruzzaman Khan; [2023]
    Keywords : ;

    Abstract : This thesis aims at evaluating and implementing Longstaff & Schwarz approach for approximating the value of American options. American options are generally hard to value, exercised at any time up to its expiration and moreover, there is no closed- form solution for an American option’s price. READ MORE

  6. 5. Geometric Brownian Motion Option Pricing Model for Professional Football Contracts

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Dennis Markovic; Emil Schough; [2023]
    Keywords : Geometric Brownian motion; Football; Investment analysis; Real options;

    Abstract : In recent years, the valuation of football players has gained significant attention, especially in the context of their transfer value in the market. Our investigation explores the application of a Geometric Brownian Motion option pricing model to estimate the transfer value of football players, considering the option-like characteristics of player contracts. READ MORE