Essays about: "implementation of derivatives"
Showing result 1 - 5 of 32 essays containing the words implementation of derivatives.
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1. Implementation of Flight Mechanical Evaluation Criteria in an Aircraft Conceptual Design Tool with focus on Longitudinal Motions
University essay from Linköpings universitet/Fluida och mekatroniska systemAbstract : This report focuses on the utilisation of flight mechanics in the context of aircraftconceptual design to assess stability, control, and motion characteristics. The pri-mary objective is to acquire the equations of motion and implement longitudinalstability and control criteria using Pacelab Aircraft Preliminary Design 8. READ MORE
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2. Parameter Stability in Additive Normal Tempered Stable Processes for Equity Derivatives
University essay from Mälardalens universitet/Akademin för utbildning, kultur och kommunikationAbstract : This thesis focuses on the parameter stability of additive normal tempered stable processes when calibrating a volatility surface. The studied processes arise as a generalization of Lévy normal tempered stable processes, and their main characteristic are their time-dependent parameters. READ MORE
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3. Including Finite Larmor Radius Effects on RF Heating of Fusion Plasmas using Weak-Form Contributions in COMSOL
University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)Abstract : In a fusion plasma, the ions have to be heated to reach fusion relevant temperatures. One possibility is to launch an electromagnetic wave in the radio frequency band into the plasma. This wave can resonate with the ions at their cyclotron frequency and hence, the method is called ion cyclotron resonance heating. READ MORE
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4. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making
University essay from Linköpings universitet/ProduktionsekonomiAbstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE
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5. Option Modelling by Deep Learning
University essay from Göteborgs universitet/Institutionen för nationalekonomi med statistikAbstract : In this thesis we aim to provide a fully data driven approach for modelling financial derivatives, exclusively using deep learning. In order for a derivatives model to be plausible, it should adhere to the principle of no-arbitrage which has profound consequences on both pricing and risk management. READ MORE
