Essays about: "Monte Carlosimulation"

Found 3 essays containing the words Monte Carlosimulation.

1. 1. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Nikolas Tsigkas; [2022]
   Keywords : Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

   Abstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE

3. 2. Practical Use of Monte CarloSimulation for Costing ofYarn in Textile Industry

   University essay from KTH/Tillämpad maskinteknik (KTH Södertälje)

   Author : Muhammad Anees; [2013]
   Keywords : ;

   Abstract : .... READ MORE

4. 3. Fibre Network Generation andAnalysis : Method for simulation of inhomogeneous static fibre networks

   University essay from Institutionen för informationsteknologi

   Author : Abdellah Mesquine; [2012]
   Keywords : ;

   Abstract : In paper optics, advanced modeling of the interaction of light with complex structuresare required for optimization of the optical properties of paper. Monte Carlosimulation routines have been developed in an Open Source project, PaperOpt, inorder to simulate light scattering in paper. READ MORE