Essays about: "Otto Sjöholm"

Found 2 essays containing the words Otto Sjöholm.

  1. 1. Credit Valuation Adjustment: In theory and practice

    University essay from KTH/Matematisk statistik

    Author : Dan Franzén; Otto Sjöholm; [2014]
    Keywords : Basel II; Basel III; OTC Derivatives; Credit Valuation Adjustment; CVA;

    Abstract : This thesis is intended to give an overview of creditvaluation adjustment (CVA) and adjacent concepts. Firstly, the historicalevents that preceded the initiative to reform the Basel regulations and tointroduce CVA as a core component of counterparty credit risk are illustrated. READ MORE

  3. 2. Curve Fitting Using Calculus in Normed Spaces

    University essay from KTH/Optimeringslära och systemteori

    Author : Eva Andersson; Marlene Sandström; Otto Sjöholm; Filippa Kjaerboe; [2011]
    Keywords : ;

    Abstract : Curve fitting is used in a variety of fields, especially in physics, mathematics and economics. The method is often used to smooth noisy data and for doing path planning. In this bachelor thesis calculus of variations will be used to derive a formula for finding an optimal curve to fit a set of data points. READ MORE