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Showing result 1 - 5 of 331 essays matching the above criteria.

1. 1. Covered Call on an Index - A Comparative Study of Two Strategies

   University essay from Göteborgs universitet/Graduate School

   Author : Karin Carlsson; [2023-06-29]
   Keywords : Index Options; Covered Calls; Monte Carlo; Utility;

   Abstract : This thesis undertakes a comparative analysis of two ways of performing a covered call strategy on a dual asset index. The distinguishing factor between the two approaches pertains to the writing of the call options, where one approach involves writing the call option on the entire index, while the other involves writing options on each asset within the index separately. READ MORE

3. 2. Pricing of FX products - list rates

   University essay from Uppsala universitet/Sannolikhetsteori och kombinatorik

   Author : Emma Edvardsson; [2023]
   Keywords : ;

   Abstract : List rates is a product that provides clients with a fixed exchange rate for a fixed period of time, varying from a few minutes up to a few days. During this period, the customer can exercise trading at the fixed exchange rate multiple times. The aim of this study is to find a pricing model for List rates. READ MORE

4. 3. Evaluating image analysis techniques for ultrasound optical tomography in breast tissue

   University essay from Lunds universitet/Avdelningen för Biomedicinsk teknik

   Author : Henrik von Friesendorff; [2023]
   Keywords : ultrasound optical tomography; Monte Carlo light simulation; image reconstruction; Technology and Engineering;

   Abstract : Breast cancer is the most commonly diagnosed cancer in the world today and early detection is crucial to minimize the mortality. ”Ultrasound optical tomography” (UOT) is a method under development for deep tissue imaging. READ MORE

5. 4. Optimization of Radiotherapy Treatment Plans Based on Monte Carlo Dose Computations

   University essay from Lunds universitet/Institutionen för reglerteknik

   Author : Ludvig Håkansson; [2023]
   Keywords : Technology and Engineering;

   Abstract : Treatment planning plays a vital role in providing good treatment to cancer patients. In order to reach an adequate treatment plan, the algorithm used for simulating the dose in the patient must model the reality well. READ MORE

6. 5. Utilizing logistic regression to apply the ELO system in forecasting Premier League odds

   University essay from KTH/Matematisk statistik

   Author : Claudio Thegelström; [2023]
   Keywords : Premier League; ELO system; Historical odds; Logistic regression; Unbiased prediction; Premier League; ELO systemet; Historiska odds; Logistisk regression; Opartiska prediktioner;

   Abstract : This thesis provides insights into the creation of a model for predicting odds in the Premier League. It illustrates how the ELO system and historical odds, in combination with Monte Carlo simulations, can be implemented through logistic regression to predict odds in an unbiased way. READ MORE