Essays about: "Monte Carlo Simulation"

Showing result 21 - 25 of 365 essays containing the words Monte Carlo Simulation.

  1. 21. Stochastic Optimization of Asset Management Project Portfolios: A Risk-Informed Approach

    University essay from KTH/Matematik (Avd.)

    Author : Sebastian Persson; Niklas Hansson; [2023]
    Keywords : Nuclear asset management; Risk-informed asset management; Portfolio optimization; Project selection; Knapsack problem; Monte Carlo simulation; Conditional Value at Risk; Tillgångsförvaltning; Riskinformerad tillgångsförvaltning; Portföljoptimering; Projekturval; Kappsäcksproblem; Monte Carlo simulering; Conditional Value at Risk;

    Abstract : Asset management within the nuclear industry has become an increasingly relevant topic as safety requirements have tightened and energy security has become more important. Asset management ensures performance and reliability in a nuclear facility by balancing costs, opportunities, and risks to get the most out of assets. READ MORE

  3. 22. Determining backgrounds with misidentified leptons in the ATLAS Higgs boson analysis

    University essay from KTH/Fysik

    Author : Leo Qiyuan Hu; [2023]
    Keywords : Particle Physics; ATLAS detector; Fake Factor method; Higgs boson; lepton misreconstruction; misidentified events; Partikelfysik; ATLAS detektorn; Fake Factor-metoden; Higgs boson; lepton felrekonstruktion; felidentifierade händelser;

    Abstract : This thesis presents an analysis of misidentified leptons in the Higgs boson decaychannel H → W W ∗ → lνlν. Misidentified leptons, resulting from jets misidentifiedas leptons, mimic the signal of a Higgs boson decay, resulting in a backgroundcontribution to the signal. READ MORE

  4. 23. Option pricing with Quadratic Rough Heston Model

    University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

    Author : Marina Dushkina; [2023]
    Keywords : option pricing; rough volatility models; Heston model; Monte Carlo methods; calibration; quadratic rough Heston model; volatility smile;

    Abstract : In this thesis, we study the quadratic rough Heston model and the corresponding simulation methods. We calibrate the model using real-world market data. We compare and implement the three commonly used schemes (Hybrid, Multifactor, and Multifactor hybrid). We calibrate the model using real-world market SPX data. READ MORE

  5. 24. Pricing Convertible Bonds Using Monte Carlo Simulations

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Gustav Marklund Brinell; [2023]
    Keywords : Convertible bonds; Monte Carlo;

    Abstract : In this paper we dive into the world of pricing convertible bonds, with increasing complexity. This work aims to investigate the pricing methods behind different convertibles and see how well they agree with exact prices and benchmarks from established literature. READ MORE

  6. 25. Monte Carlo analysis of BWR transients : A study on the Best Estimate Plus Uncertainty methodology within safety analyses at Forsmark 3

    University essay from Uppsala universitet/Tillämpad kärnfysik

    Author : Jonathan Eriksson; [2023]
    Keywords : BEPU; Wilks; Uncertainty analysis; BISON; Monte Carlo; BWR; Osäkerhetsanalys; transientanalys; Forsmark;

    Abstract : Transient analyses at Forsmark nuclear power plant are currently performed using realistic computer models in conjunction with conservative estimates of initial- and boundary conditions. This is known as the combined methodology. READ MORE