Essays about: "Euro classes"

Found 2 essays containing the words Euro classes.

  1. 1. Implied volatility with HJM–type Stochastic Volatility model

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Thi Diu Cap; [2021]
    Keywords : Implied volatility surface; stochastic volatility model; HJM framework;

    Abstract : In this thesis, we propose a new and simple approach of extending the single-factor Heston stochastic volatility model to a more flexible one in solving option pricing problems.  In this approach, the volatility process for the underlying asset dynamics depends on the time to maturity of the option. READ MORE

  3. 2. Knowledge base and perception on sustainability in the long-haul transport sector in Brazil

    University essay from KTH/Energi och klimatstudier, ECS

    Author : Joel Alf Svensson; [2018]
    Keywords : Brazil; eco-driving; Euro classes; Heavy duty transport; Scania; long-haulage; logistics service providers; sustainability; trucks; energy efficiency;

    Abstract : demand for truck transportation is increasing and in the shadow the CO2 (carbon dioxide) emissions. In many parts of the world the majority of the transportation of goods is done by long-haulage trucks. More than 60% of all goods transported in Brazil are made by trucks (André Luiz Cunhaa, 2011). READ MORE