Essays about: "lognormal"

Showing result 6 - 10 of 21 essays containing the word lognormal.

  1. 6. Comparison of forest fire suppression in Quebec and Sweden : a historical review, 1998-2015

    University essay from SLU/Southern Swedish Forest Research Centre

    Author : Maryjane Heckel; [2018]
    Keywords : boreal wildfire suppression; firefighting resource; deployment; effectiveness; aircraft; personnel; area burned; cost; efficiency; response time; remoteness; Sweden; Quebec;

    Abstract : This study compared two suppression systems in Quebec and Sweden: a centralized wildfire agency working with remote fires in Quebec, and a decentralized fire suppression system in Sweden, with each municipality responsible for extinguishing fires in their community. Their management approaches reflect differences in population density and land area. READ MORE

  3. 7. Hedging Interest Rate Derivatives (Evidence from Swaptions) in a Negative Interest Rate Environment: : A comparative analysis of Lognormal and Normal Model

    University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Author : Shedrack Lutembeka; [2017]
    Keywords : ;

    Abstract : This thesis is about hedging interest rate derivatives in a negative interest rate environment. The main focus is on doing a comparative analysis on how risk varies between Lognormal and Normal models. READ MORE

  4. 8. Combinatorial and price efficient optimization of the underlying assets in basket options

    University essay from KTH/Optimeringslära och systemteori

    Author : Sara Alexis; [2017]
    Keywords : Option pricing; correlated stochastic processes; Basket option; moment matching; lognormal approximation; binary nonlinear optimization; continuous nonlinear optimization; Monte Carlo simulation; penalty methods;

    Abstract : The purpose of this thesis is to develop an optimization model that chooses the optimal and price efficient combination of underlying assets for a equally weighted basket option. To obtain a price efficient combination of underlying assets a function that calculates the basket option price is needed, for further use in an optimization model. READ MORE

  5. 9. A study of the stellar populations in the Kepler field

    University essay from Lunds universitet/Astronomi - Genomgår omorganisation

    Author : Mark O Reilly; [2017]
    Keywords : Physics and Astronomy;

    Abstract : Studying the formation and evolution of galaxies is a fundamental problem in astronomy that warrants repeated investigation by astronomers. How do spiral galaxies like our own come to have its distinct spiral arms? How do stars and their properties change over time and will they continue to evolve in the same manner? To try and attempt to answer such questions we need to look to our own Galaxy the Milky Way. READ MORE

  6. 10. Strategic Asset Allocation - The Impact of Foreign Exposure on Portfolio Choice

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Philip Robertsson; [2016]
    Keywords : Strategic asset allocation; Dynamic programming; Foreign exposure; Portfolio choice; Certainty equivalent of wealth; Business and Economics;

    Abstract : Plenty of research has been made on strategic asset allocation, but the focus on foreign market exposure is sparse. This paper analyzes how the investor’s portfolio choice is affected when exposed to four foreign assets, one domestic asset, and the risk free interest rate. READ MORE