Essays about: "mathematics"

Showing result 1 - 5 of 885 essays containing the word mathematics.

  1. 1. Teacher’s perception of ICT implementation in the mathematical classroom and its impact on student achievement. A survey study with a focus on digital competence.

    University essay from Göteborgs universitet/Institutionen för didaktik och pedagogisk profession

    Author : Tim Gustafsson; [2020-02-26]
    Keywords : Mathematics; ICT; Digital Artefacts; Teachers’ perception; student mathematical achievement.;

    Abstract : The following study aspires to identify teachers perception of their use of ICT and their viewsof its impact on student mathematical achievement. In addition, the study seeks to compareteachers in both North America and Europe how they implement digital artefacts and theirperceptions of possible impacts. READ MORE

  2. 2. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

    University essay from KTH/Matematisk statistik; KTH/Matematisk statistik

    Author : Christopher Herron; André Zachrisson; [2020]
    Keywords : Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

    Abstract : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. READ MORE

  3. 3. Migration plan of Risky Total Return Swap to Bond Return Swap

    University essay from KTH/Matematisk statistik

    Author : Louis Maziere; [2020]
    Keywords : Total Return Swap; applied mathematics; financial mathematics; Total Return Swap; applied mathematics; financial mathematics;

    Abstract : Since the 2008 crisis, the hedging instruments have gained popularity with financial institutions. This is the case of the total return swap that is used today by major institutions like Goldman Sachs or J.P. Morgan. READ MORE

  4. 4. Prediction of Dose Probability Distributions Using Mixture Density Networks

    University essay from KTH/Matematisk statistik

    Author : Viktor Nilsson; [2020]
    Keywords : Applied mathematics; machine learning; deep learning; mixture density network; dose planning; Tillämpad matematik; maskininlärning; djupinlärning; mixturdensitetsnätverk; dosplannerning;

    Abstract : In recent years, machine learning has become utilized in external radiation therapy treatment planning. This involves automatic generation of treatment plans based on CT-scans and other spatial information such as the location of tumors and organs. READ MORE

  5. 5. Option Pricing and Early Exercise Boundary of American Options under Markov-Modulated Volatility

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

    Author : Danny Zina; [2020]
    Keywords : Pricing American Options; Early Exercise Boundary; Markov-Modulated Volatility; Switching-State Volatility; Extended CRR Model.;

    Abstract : The CRR binomial model is one of the most important models in financial mathematics. In this thesis we consider an extension to this model with Markov switching-state volatility. We present a detailed algorithm for obtaining early exercise boundaries for American options, as well as, fair prices for both American and European options. READ MORE