Essays about: "Tillämpad matematik"

Showing result 21 - 25 of 382 essays containing the words Tillämpad matematik.

  1. 21. Solving Korteweg-de Vries equations with Discontinuous Galerkin methods

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Markus Hellberg Mediaa; [2023]
    Keywords : Discontinuous Galerkin; Korteweg-de Vries; Conservation Laws; Partial Differential Equations; Numerical methods; Higher order spatial derivative; Heat Equation; Burgers’ Equation; Collocation; Lobatto Gauss Legendre; Stiffness; Nodal Approximation; Finite Volume; Finite Element;

    Abstract : In this thesis the Discontinuous Galerkin approximation performance applied to the Korteweg–de Vries equation is investigated. This equation is nonlinear with a third spatial derivative and can be used for shallow water movement. READ MORE

  3. 22. Modeling Interest Rate Risk in the Banking Book

    University essay from KTH/Matematik (Avd.)

    Author : Måns Ulmgren; [2022]
    Keywords : applied mathematics; IRRBB; Nelson Siegel; yield curve; tillämpad matematik; IRRBB; Nelson Siegel; avkastningskurva;

    Abstract : For a long time, being able to model and mitigate financial risk has been a key success factor for institutions. Apart from an internal incentive, legal and regulatory requirements continue to develop which increases the need for extensive internal risk control. READ MORE

  4. 23. Risk Assessment of International Mixed Asset Portfolio with Vine Copulas

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Axel Nilsson; [2022]
    Keywords : Vine Copulas; Extreme Value Theory; Financial Risk Management; Vine Copulas; Extremvärdesteori; Finansiell riskhantering;

    Abstract : This thesis gives an example of assessing the risk of a financial portfolio with international assets, where the assets may be of different classes, by the use of Monte Carlo simulation and Extreme Value Theory. The simulation uses univariate modelling, models of the assets’ returns as stochastic processes, as well as vine copulas to create dependency between the variables. READ MORE

  5. 24. Exploring Net Inflows in Securities Trading - Analysing Which Factors Contribute the Most to Net Inflows for a Swedish Niche Bank

    University essay from KTH/Matematisk statistik

    Author : Carl-Johan Fröling; Vilhelm Wilén; [2022]
    Keywords : regression analysis; multiple linear regression; net inflows; niche bank; mutual funds; stocks; bachelor thesis; regressionsanalys; multipel linjär regression; nettoflöden; nischbank; fond; fonder; aktie; aktier; kandidatexamensarbete; kandidatexamensuppsats;

    Abstract : This thesis examines which factors drive overall net inflows to a Swedish niche bank. It further investigates whether these factors are the same or different from the factors that drive net inflows to mutual funds as well as shares. READ MORE

  6. 25. Estimating the Market Risk Exposure through a Factor Model with Random Effects

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Lukas Börjesson; [2022]
    Keywords : Market risk exposure; non-stationary market risk exposure; non-stationary idiosyncratic risk; factor model; linear regression; linear mixed model; random effects; mixture of gaussians.;

    Abstract : In this thesis, we set out to model the market risk exposure for 251 stocks in the S&P 500 index, during a ten-year period between 2011-04-30 and 2021-03-31. The study brings to light a model not often mentioned in the scientific literature focused on market risk estimation, the linear mixed model. READ MORE