Essays about: "Monte-Carlo Simulations"

Showing result 16 - 20 of 331 essays containing the words Monte-Carlo Simulations.

  1. 16. Multi-factor approximation : An analysis and comparison ofMichael Pykhtin's paper “Multifactor adjustment”

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

    Author : Michael Zanetti; Philip Güzel; [2023]
    Keywords : Credit risk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based models; Kreditrisk; Value at Risk; Expected Shortfall; Monte Carlo simulation; Advanced Internal Rantings-Based-modeller;

    Abstract : The need to account for potential losses in rare events is of utmost importance for corporations operating in the financial sector. Common measurements for potential losses are Value at Risk and Expected Shortfall. These are measures of which the computation typically requires immense Monte Carlo simulations. READ MORE

  3. 17. 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

  4. 18. 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

  5. 19. TOURNAMENT DESIGN FOR A 3-TEAM-IN-A- MATCH COMPETITIVE GAME : Established format under new conditions

    University essay from Högskolan i Skövde/Institutionen för informationsteknologi

    Author : Bryan Curchod; [2023]
    Keywords : tournament; 3 teams; competition; Monte Carlo simulation; operational research; e-sport;

    Abstract : Modern tournament formats for versus-type games are well adapted to games with no more than 2 actors in a single match but poorly performs in terms of accuracy (i.e., having the strongest participant win) or match count when used for a game that pits three players against each other in a single match. READ MORE

  6. 20. Approximate Bayesian Computation for Data-Driven Epidemiological Models

    University essay from Uppsala universitet/Institutionen för informationsteknologi

    Author : Christoph Nötzli; [2023]
    Keywords : ;

    Abstract : Epidemiological models can help us to understand the spread of pathogens in a population. Fitting these mathematical models to epidemiological data can be a difficult task due to uncertain or missing data. READ MORE