Essays about: "Control Variate"

Showing result 6 - 9 of 9 essays containing the words Control Variate.

  1. 6. Explaining differences in educational spending in rural Sweden in the 1870’s

    University essay from Lunds universitet/Ekonomisk-historiska institutionen

    Author : Jens Andersson; [2012]
    Keywords : history; franchise; human capital; education; primary schools; school finance; Sweden; Business and Economics; Social Sciences;

    Abstract : This thesis gives a historical perspective on current debates on growing inequalities in Swedish schools, by analysing explanations to differences in educational spending between rural municipalities in Sweden in the 1870s using a multi-variate regression model. The results indicate that both absolute wealth and the size of the middle-class are good predictors of school spending at local level. READ MORE

  3. 7. Monte Carlo simulation techniques : The development of a general framework

    University essay from Institutionen för ekonomisk och industriell utveckling

    Author : Emma Nilsson; [2009]
    Keywords : Monte Carlo Simulation;

    Abstract : Algorithmica Research AB develops software application for the financial markets. One of their products is Quantlab that is a tool for quantitative analyses. An effective method to value several financial instruments is Monte Carlo simulation. READ MORE

  4. 8. Identification and Control of a Headbox

    University essay from Institutionen för systemteknik

    Author : Carl Magnus Tjeder; [2002]
    Keywords : Reglerteknik; headbox; identification; control; attenuation; simulation; RGA; MPC; Reglerteknik;

    Abstract : The purpose of this thesis is to investigate an alternative control strategy for a multi-variate non-linear process in a paper machine called the headbox. The proposed solution was intended to be able to be adopted on two different headbox types, currently controlled by different concepts. READ MORE

  5. 9. Variance Reduction for Asian Options

    University essay from Högskolan i Halmstad

    Author : Galina Galda; []
    Keywords : Asian options; Monte Carlo method; Variance Reduction techniques; Control Variate;

    Abstract : Asian options are an important family of derivative contracts with a wide variety of applications in commodity, currency, energy, interest rate, equity and insurance markets. In this master's thesis, we investigate methods for evaluating the price of the Asian call options with a fixed strike. One of them is the Monte Carlo method. READ MORE