Essays about: "Profit and Loss P L"

Found 4 essays containing the words Profit and Loss P L.

  1. 1. Risk factors impact on the P&L

    University essay from KTH/Matematisk statistik

    Author : Khawla Gougas; [2020]
    Keywords : Profit and Loss P L ; risk factors; Greeks;

    Abstract : Profit and Loss (P&L) explain analysis is an income statement produced by Product Control Team for traders to control the daily fluctuation in the value of a portfolio of trades to the root causes of the changes. This daily income provides users with a coherent breakdown of the drivers of P&L movements between two points in time with reference to a selected number of easily understandable pricing factors. READ MORE

  3. 2. Power system performance when implementing dynamic rating on a wind farm connected transformer

    University essay from KTH/Elektroteknisk teori och konstruktion

    Author : Rikard Karlsson; [2017]
    Keywords : ;

    Abstract : In this study, dynamic transformer rating (DTR) is applied on a medium power transformer thatis in use in the regional transmission grid. The transformer’s rated apparent power is 63 MVA, itis connected between a wind farm at 22kV and the grid, K¨orsb¨arsdalen, at 135kV. READ MORE

  4. 3. Assessment of water footprint for civil construction projects

    University essay from

    Author : Katarina Wärmark; [2015]
    Keywords : Water Footprint; Water Footprint Network; Life Cycle Analysis; Civil Construction; CEEQUAL; Water Consumption; Water Use; Vattenavtryck; Vattenfotavtryck; Water Footprint Network; Livscykelanalys; Anläggning; CEEQUAL; Vattenanvändning; Vattenkonsumtion;

    Abstract : Water is an irreplaceable resource and the strain on it is getting tougher. Around 40 per cent of the water withdrawn in Europe is for industrial use. With a growing population and an increased demand for food and energy per capita, the demand and pressure on our water resources will increase. READ MORE

  5. 4. SVI estimation of the implied volatility by Kalman filter.

    University essay from Sektionen för Informationsvetenskap, Data– och Elektroteknik (IDE); Tillämpad matematik och fysik (MPE-lab)

    Author : Sergey Burnos; ChaSing Ngow; [2010]
    Keywords : Kalman filter; SVI model; implied volatility;

    Abstract : To understand and model the dynamics of the implied volatility smile is essential for trading, pricing and risk management portfolio. We suggest a  linear Kalman filter for updating of the Stochastic Volatility Inspired (SVI) model of the volatility. READ MORE