Essays about: "derivative products"

Showing result 1 - 5 of 20 essays containing the words derivative products.

  1. 1. Deep learning exotic derivatives

    University essay from Uppsala universitet/Avdelningen för systemteknik

    Author : Gunnlaugur Geirsson; [2021]
    Keywords : deep learning; neural networks; derivative pricing; automatic differentiation; Monte Carlo; transfer learning; structured products; risk sensitivities; valuation; autocalls;

    Abstract : Monte Carlo methods in derivative pricing are computationally expensive, in particular for evaluating models partial derivatives with regard to inputs. This research proposes the use of deep learning to approximate such valuation models for highly exotic derivatives, using automatic differentiation to evaluate input sensitivities. READ MORE

  3. 2. Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market

    University essay from KTH/Fastigheter och byggande

    Author : Ofelia Isberg; [2017]
    Keywords : Derivatives; Exchange; Futures Contracts; Hedging; Speculating; Real Estate; Derivat; Exchange; Futures Contracts; Hedging; Spekulation; Fastigheter;

    Abstract : In the past decades, real estate has turned into something more than just a home, it has become an investment. The interest to invest in the real estate market has increased from investors but also from private persons where the demand not only is to find a living but also perceived as an investment to make a profit or reinvest in the future. READ MORE

  4. 3. Evaluation of a Gradient Free and a Gradient Based Optimization Algorithm for Industrial Beverage Pasteurisation Described by Different Modeling Variants

    University essay from Lunds universitet/Matematik LTH

    Author : Lea Miko Versbach; [2016]
    Keywords : numerical optimization; pasteurization; modeling; food engineering; derivate free; Mathematics and Statistics;

    Abstract : Inspired by Krones Group in Holte/Copenhagen, the intention of this thesis is to simulate and optimize pasteurisation processes. Based on different modes of heat transfer, a mathematical model to describe the thermal processes in the product is developed. The main goal of the thesis is to optimize the thermal treatment of the product. READ MORE

  5. 4. Position Control of an Electro-Hydraulic Servo-Valve : IDENTIFICATION, MODELLING, CONTROLAND IMPLEMENTATION

    University essay from KTH/Skolan för elektro- och systemteknik (EES)

    Author : Johan Nilsson; [2016]
    Keywords : ;

    Abstract : Hydraulic drives, systems that use pressurized fluids as transmis-sion medium, have a wide range of applications are widespread in to-day’s industry. Like many other systems, hydraulic drives can get dra-matically improved performance by an appropriately designed feedback controller. READ MORE

  6. 5. Open Source Hardware : A case study of userdeveloped derivatives

    University essay from KTH/Entreprenörskap och Innovation

    Author : WILLIAM WIBERG; JOHAN HALLGREN; [2015]
    Keywords : Open Source Hardware; Derivatives; User Innovation;

    Abstract : Open Source Hardware (OSHW) is a concept where hardware designs are shared for everyone to use, modify and build upon. This have become a widespread phenomenon in the microcontroller industry and created an ecosystem where users and companies produce various “derivatives” or alternative designs based on existing OSHW. READ MORE