Essays about: "Stochastic Analysis"

Showing result 16 - 20 of 212 essays containing the words Stochastic Analysis.

1. 16. When is Electric Freight Cost Competitive? : Computational modeling and simulation of total cost of ownership for electric truck fleets

   University essay from Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

   Author : Anton Zackrisson; [2023]
   Keywords : electric freight; battery-electric trucks; total cost of ownership; decision making under deep uncertainty DMDU ; cost-competitiveness; exploratory modeling and analysis EMA ; EMA workbench; quasi-Monte Carlo method; VRP; EVRP; elektrifiering; godstransport; elektriska lastbilar; total ägandekostnad; kostnadskonkurrenskraft; ruttoptimering;

   Abstract : Battery electric trucks (BETs) offer environmental benefits in terms of reduced carbon emissions and enhanced energy efficiency but have been challenged with economic viability compared to conventional internal combustion engine trucks (ICETs) caused by substantial acquisition costs, limited charging infrastructure, and concerns regarding range and payload capacity.  Previous studies focus on TCO at the vehicle or policy level but overlook the system and firm-level impacts. READ MORE

3. 17. Optimal Capital Structures under the Vasicek Stochastic Interest Rate Model

   University essay from KTH/Matematik (Avd.)

   Author : Oscar Danielson; Tom Hagéus; [2023]
   Keywords : Vasicek model; stochastic interest rate model; optimal capital structures; tax benefits; bankruptcy costs; transaction costs; optimal leverage ratio; optimal debt maturity; Vasicekmodell; stokastisk räntemodell; optimala kapitalstrukturer; skattefördelar; konkurskostnader; transaktionskostnader; optimal belåningsgrad; optimal löptid;

   Abstract : This study applies the Vasicek stochastic interest rate model in order to determine optimal capital structures for listed firms. A Swedish interest rate data set is used to estimate Vasicek model parameter that are reliable and independent of initial start values. READ MORE

4. 18. Artificial Intelligence for Option Pricing

   University essay from Göteborgs universitet/Institutionen för matematiska vetenskaper

   Author : Emil Hietanen; [2022-06-19]
   Keywords : Options; calls; puts; pricing; artificial neural networks; models; volatility; comparison;

   Abstract : This thesis addresses the issue of vulnerable underlying assumptions used in option pricing methodology. More precisely; underlying assumptions made on the financial assets and markets make option pricing theory vulnerable to changes in the financial framework. READ MORE

5. 19. Optimizing the Cash Reserve in a Portfolio of US Life Insurance Policies

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Alva Happe; Wassim Seifeddine; [2022]
   Keywords : portfolio optimization; risk management; monte carlo; value at risk; life settlements; longevity risk; cash reserve; closed-end fund;

   Abstract : Hoarding a too large cash reserve is often unfavourable due to lost investment opportunities. Similarly, an insufficient cash reserve can be detrimental, as one might fail to meet payment obligations. Finding the optimal balance is nothing that is done in the blink of an eye, particularly when the underlying variable is stochastic, e.g. READ MORE

6. 20. Uncertainty quantification for offshore wind turbines

   University essay from KTH/Matematik (Avd.)

   Author : Ziming Wang; [2022]
   Keywords : wind energy; uncertainty propagation; polynomial chaos; Rosenblatt transformation; quadrature; regression; vindenergi; osäkerhetsutbredning; polynomkaos; Rosenblatt transformation; kvadratur; regression;

   Abstract : Wind energy is a field with a large number of uncertainties. The random nature of the weather conditions, including wind speed, wind direction, and turbulence intensity, influences the energy output and the structural safety of a wind farm, making its performance fluctuate and difficult to predict. READ MORE