Essays about: "CIR"
Showing result 1 - 5 of 31 essays containing the word CIR.
-
1. Machine Learning-based MIMO Indoor Positioning
University essay from Lunds universitet/Institutionen för elektro- och informationsteknikAbstract : The most widely used positioning system is Global Navigation Satellite System (GNSS), which uses traditional positioning techniques and cannot achieve satisfactory positioning performance in indoor scenarios due to Non-Line-of-Sight (NLoS) transmission. Fingerprinting is a non-traditional positioning technique that is robust to NLoS transmission in indoor scenarios. READ MORE
-
2. Bermudan Option Pricing using Almost-Exact Scheme under Heston-type Models
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : Black and Scholes have proposed a model for pricing European options where the underlying asset follows a so-called geometric Brownian motion which assumes constant volatility. The proposed Black-Scholes model has an exact solution. READ MORE
-
3. Current Business Models in Lithium Exploration
University essay from Uppsala universitet/Institutionen för geovetenskaperAbstract : The world is facing the challenge of transforming from fossil fuel dependant to a zero-emission econ-omy. This results in multi-fold mineral requirements for technologies such as wind turbines, solar pan-els, and electric vehicles; an exorbitant amount that cannot be fulfilled by recycling alone. READ MORE
-
4. Model for Central Counterparty Risk with Stochastic Default Intensities
University essay from Göteborgs universitet/Graduate SchoolAbstract : In this thesis we use a dynamic model to compute several margins required by a central counterparty, the central clearing house (CCP), to the participants, called clearing members (CM). These margins form the so called default waterfall. In this market only credit default swaps (CDS) are exchanged. READ MORE
-
5. Heston vs Black Scholes stock price modelling
University essay from Linnéuniversitetet/Institutionen för matematik (MA)Abstract : In this thesis the Black Scholes and the Heston stock prices are investigated and the models are compared. The Black Scholes model assumes that the volatility is constant, while the Heston model allows stochastic volatility which is more flexible and can perform better with empirical data. READ MORE