Essays about: "European Option"

Showing result 6 - 10 of 183 essays containing the words European Option.

  1. 6. Implementation and evaluation of the Heston-Queue-Hawkes option pricing model

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Samuel Rosén; [2023]
    Keywords : HQH; Heston Queue Hawkes; Option Pricing; jump diffusion;

    Abstract : Introduction: This thesis presents a python implementation and evaluation of the Heston-Queue-Hawkes (HQH) model, a recent jump-diffusion model for pricing options. The model is capable of tracking options for a wide range of different underlying assets. READ MORE

  3. 7. Fuel Transition for Gas Turbines : In a Changing European Energy Landscape

    University essay from Umeå universitet/Institutionen för tillämpad fysik och elektronik

    Author : Lovisa Langerak; [2023]
    Keywords : energy technology; gas turbine; energy transition; Europe; green fuels; hydrogen; ammonia; biofuels; energiteknik; gasturbin; energiomställning; Europa; gröna bränslen; vätgas; ammoniak; biobränslen;

    Abstract : The transition to renewable energy sources is vital to mitigate global warming and achieve the climate targets set by the EU. The availability of natural gas in Europe is challenged due to the Russian invasion of Ukraine, leading to a shift towards fossil-free alternatives. READ MORE

  4. 8. Phase Change Material : Potential for increased fire resistance in concrete

    University essay from Luleå tekniska universitet/Institutionen för samhällsbyggnad och naturresurser

    Author : William Toivanen; [2023]
    Keywords : Phase change material; concrete; fire resistance; integration into building materials; latent heat; melting;

    Abstract : The European commission has in the Energy Performance of Buildings Directive from 2010 decided that its member states were required to ensure that all new buildings by the end of 2020 were nearly zero-energy buildings. These buildings require small amounts of energy compared to its performance in example by keeping a pleasant indoor climate. READ MORE

  5. 9. Priorities in Pairwise Kidney Exchanges - A Simulation Study on European Kidney Exchange Programs

    University essay from Lunds universitet/Läkarutbildningen

    Author : Samuel Lundgren; [2023]
    Keywords : Kidney Exchange; Pairwise Kidney Exchange; KEP; Priority; ESRD; Kidney Transplantation; Mathematics and Statistics; Medicine and Health Sciences;

    Abstract : Background: For most patients with end stage renal disease (ESRD) kidney transplantation is the best treatment option. Best outcomes are achieved with living donation. To increase access to living donation for patients who are not compatible with their living donors, Kidney Exchange Programs (KEPs) have evolved. READ MORE

  6. 10. Credit Exposure Modelling Using Differential Machine Learning

    University essay from Lunds universitet/Matematisk statistik

    Author : Måns Karp; Samuel Wagner; [2023]
    Keywords : Counterparty credit risk; Differential machine learning; Exposure modelling; Heston model; Option pricing; Mathematics and Statistics;

    Abstract : Exposure modelling is a critical aspect of managing counterparty credit risk, and banks worldwide invest significant time and computational resources in this task. One approach to modelling exposure involves pricing trades with a counterparty in numerous potential future market scenarios. READ MORE