Essays about: "Monte-Carlo methods"

Showing result 11 - 15 of 297 essays containing the words Monte-Carlo methods.

1. 11. The application of financial analysis in business modelling : A case study of a public fast-charging station for electric heavy-duty vehicles in Sweden

   University essay from Blekinge Tekniska Högskola/Institutionen för industriell ekonomi

   Author : Ghaith Arfaoui; Thomas Leffler; [2023]
   Keywords : Financial analysis; Business model; Public fast-charging station; Electric heavy-duty vehicles;

   Abstract : Background: Climate changes and global warming call for behaviour changes from mankind and for new business models to introduce sustainable innovations. Financial analysis plays an important role in guiding the choice of these business models. READ MORE

3. 12. A Journey Through the World of Compression with IRS Contracts

   University essay from Umeå universitet/Institutionen för fysik

   Author : Karl Hjalmarsson; [2023]
   Keywords : Portfolio Compression; Interest Rate Swap; Newtork Simplex; Central Clearing Counterparty;

   Abstract : By participating in the market a party buys and sells different types of contracts resulting in the collection of contracts growing. With a large collection of contracts come the hurdles of an increasing operational cost, a harder-to-manage order book, and an increase in counterparty risk. READ MORE

4. 13. Improved Statistical Methods for Elliptic Stochastic Homogenization Problems : Application of Multi Level- and Multi Index Monte Carlo on Elliptic Stochastic Homogenization Problems

   University essay from Uppsala universitet/Tillämpad beräkningsvetenskap

   Author : Khalil Daloul; [2023]
   Keywords : Homogenization; Multilevel Monte Carlo; Multi-Index Monte Carlo; Monte Carlo; Multiscale methods;

   Abstract : In numerical multiscale methods, one relies on a coupling between macroscopic model and a microscopic model. The macroscopic model does not include the microscopic properties that the microscopic model offers and that are vital for the desired solution. READ MORE

5. 14. 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

6. 15. Simulation Based Methods for Credit Risk Management in Payment Service Provider Portfolios

   University essay from KTH/Matematik (Avd.)

   Author : Knut Dahlström; Carl Forssbeck; [2023]
   Keywords : Credit Risk; Monte Carlo simulation; Importance Sampling; Merton; Kreditrisk; Monte Carlo simulation; Importance Sampling; Merton;

   Abstract : Payment service providers have unique credit portfolios with different characteristics than many other credit providers. It is therefore important to study if common credit risk estimation methods are applicable to their setting. READ MORE