Essays about: "Piecewise"

Showing result 21 - 25 of 53 essays containing the word Piecewise.

  1. 21. A study of the Basel III CVA formula

    University essay from

    Author : Rickard Olovsson; Erik Sundberg; [2017-07-03]
    Keywords : Basel III; Credit Value Adjustment; Counterparty Credit Risk; Credit Default Swap; Interest Rate Swap; Piecewise Constant Default Intensity; Bootstrapping; Expected Exposure; Internal Model Method;

    Abstract : In this thesis we compare the official Basel III method for computing credit value adjustment (CVA) against a model that assumes piecewise constant default intensities for a number of both market and fictive scenarios. CVA is defined as the price deducted from the risk-free value of a bilateral derivative to adjust for the counterparty credit risk. READ MORE

  3. 22. Comparing the diffusive gradient in thin film (DGT) method with water and ammonium-acetate-lactate for P extraction and extractable P required for maximum cereal yield using long-term field experiments

    University essay from SLU/Dept. of Soil and Environment

    Author : Cornelia Mesmer; [2017]
    Keywords : fertilization; plant-availability; agriculture; diffusion; phosphorus efficiency;

    Abstract : Using more phosphorus fertilizer than needed generates unnecessary costs for farmers and can lead to eutrophication of surface waters. Up to now, most country-specific soil tests to determine P plant-availability use chemical extractions that often extract P from non-plant available pools and are not suitable for all soil types. READ MORE

  4. 23. Detecting change points in remote sensing time series

    University essay from KTH/Matematisk statistik

    Author : Anna Lundemo; [2017]
    Keywords : ;

    Abstract : We analyse methods for detecting change points in optical remote sensing lake drainage time series. Change points are points in a data set where the statistical properties of the data change. The data that we look at represent drained lakes in the Arctic hemisphere. READ MORE

  5. 24. Resolution Improvements and Physical Modelling of a Straw Tracker : The NA62 Experiment at CERN

    University essay from Umeå universitet/Institutionen för fysik

    Author : Richard Skogeby; [2017]
    Keywords : Detector physics; gaseous detectors; gas-filled detectors; proportional counter; particle physics; high-energy physics; detector; detectors; straw; CERN; NA62; straw tracker;

    Abstract : Lab measurements and Monte Carlo simulations have been carried out for the evaluation of the Straw-type detectors used in the NA62 experiment at CERN. In addition, analyses of experiment data was used in corrections to improve the reconstruction of particle tracks, ultimately leading to improved resolution of the detector system as a whole. 97. READ MORE

  6. 25. Potential for using high frequency turbidity as a proxy for total phosphorus in Sävjaån

    University essay from SLU/Dept. of Aquatic Sciences and Assessment

    Author : Emma Lannergård; [2016]
    Keywords : surface water quality; high frequency monitoring; continuous monitoring; turbidity; in situ sensor; surrogate measurements; total suspended solids; total phosphorus; phosphorus; phosphorus load; load estimation;

    Abstract : Transport of particles carrying nutrients and contaminants from land to sea is a challenge to monitor due to the high temporal variability in concentrations. Phosphorus is a particle associated nutrient, largely affecting the state of waters due to its effects on eutrophication. READ MORE