Essays about: "Derivative"

Showing result 1 - 5 of 265 essays containing the word Derivative.

  1. 1. The use of derivatives in corporate risk management - A value adding strategy?

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Agnes Strignert; [2024]
    Keywords : Risk Management; Derivatives; Hedging; Modigliani-Miller; Porsche;

    Abstract : Part I:This study highlights the role of active risk management of currency risk exposure within large listed non-financial European firms. In the aftermath of the global pandemic and invasion of Ukraine, many firm across the global has experienced challenges in terms of sustaining stable cash flows. READ MORE

  2. 2. Movement Estimation with SLAM through Multimodal Sensor Fusion

    University essay from Linköpings universitet/Medie- och Informationsteknik; Linköpings universitet/Tekniska fakulteten

    Author : Jimmy Cedervall Lamin; [2024]
    Keywords : slam; discrete-slam; continuous-slam; synchronous; asynchronous; computer vision; BRISK; opencv; ceres; visual; inertial; sensor fusion; multimodal; Simultaneous Localization and Mapping; time offset; pose estimation; quaternions; movement estimation;

    Abstract : In the field of robotics and self-navigation, Simultaneous Localization and Mapping (SLAM) is a technique crucial for estimating poses while concurrently creating a map of the environment. Robotics applications often rely on various sensors for pose estimation, including cameras, inertial measurement units (IMUs), and more. READ MORE

  3. 3. Indocyanine-green fluorescence imaging to detect anastomotic insufficiency after esophagectomy

    University essay from Lunds universitet/Fysiska institutionen; Lunds universitet/Förbränningsfysik

    Author : Love Kildetoft; [2024]
    Keywords : Fluorescence; Imaging; Indocyanine-green; ICG; Esophageal cancer; Physics; Photonics; Image Analysis; Blood Perfusion; Anastomotic leakage; Anastomotic insufficiency; Physics and Astronomy;

    Abstract : This research project is concerned with the development of simulation models and image analysis algorithms, as well as instrumentation for characterizing anastomotic leakages after a patient has undergone surgery for esophageal cancer. Anastomotic leakage is a high-incidence complication after esophagectomy, a surgical procedure for esophageal cancer. READ MORE

  4. 4. Do you want to swap? A study of the liquidity risk in the SEK interest rate swap market

    University essay from Göteborgs universitet/Graduate School

    Author : Viktor Edberg; Carl Hjelmqvist; [2023-06-29]
    Keywords : Bao; Pan; Wang indicator; Determinants; Dimensions of liquidity; Forward Rate Agreement; Fundamental Review of the Trading Book; Generalized least squares; Interest Rate Derivative; Interest Rate Swap; Liquidity horizon; Liquidity risk premium; Market liquidity; SVEN spread; Swap Spread; Swedish Government benchmark bond; Treasury-Eurodollar; Turnover ratio; Turnover-per-day; Volume-adjusted intraday volatility;

    Abstract : Interest rate swaps are one of the world’s most essential interest rate derivatives. It is therefore important to understand the pricing of these agreements, and how the market is functioning. READ MORE

  5. 5. A C++ Matrix library for computing the Gateaux derivative of the Fermi-Dirac operator

    University essay from Uppsala universitet/Avdelningen för beräkningsvetenskap

    Author : William Samuelsson; [2023]
    Keywords : C ; Quantum Chemistry; Matrix functions;

    Abstract : Computing the Fermi-Dirac operator is done through recursive polynomial expansions, using the SP2 and SP2 Acc algorithms. The Gateaux derivative is computed for both schemes by mapping the zeroth and first order matrices onto a block upper triangular matrix, which is implemented in Python using Numpy arrays to store full matrices and in C++ by first constructing a basic matrix library to use as blocks in a later created block upper triangular matrix library which only directly references two blocks in a 2 x 2 block matrix. READ MORE