Essays about: "mpe"

Showing result 11 - 15 of 38 essays containing the word mpe.

  1. 11. Optimising IIR Filters Using ARM NEON

    University essay from Malmö högskola/Fakulteten för teknik och samhälle (TS)

    Author : Sebastian Bentmar Holgersson; [2012]
    Keywords : ARM; NEON; SIMD; IIR; biquad;

    Abstract : ARMs processorserie Cortex-A9 har stöd för SIMD-instruktioner med hjälp av NEON MPE. Detta innebär att processorn kan använda sig av vektor-instruktioner som kan utföra operationer på ett flertal element med varje instruktion. READ MORE

  3. 12. Problem of hedging of a portfolio with a unique rebalancing moment

    University essay from Tillämpad matematik och fysik (MPE-lab)

    Author : Georgy Mironenko; [2012]
    Keywords : Financial Mathematics; optimal stopping problem; mean-square criterion; hedging; optimal portfolio rebalansing;

    Abstract : The paper deals with the problem of finding an optimal one-time rebalancing strategy for the Bachelier model, and makes some remarks for the similar problem within Black-Scholes model. The problem is studied on finite time interval under mean-square criterion of optimality. READ MORE

  4. 13. Energy Derivatives Pricing

    University essay from Tillämpad matematik och fysik (MPE-lab)

    Author : Irina Prostakova; Alexander Tazov; [2011]
    Keywords : Financial Mathematics; Option; Energy derivative pricing;

    Abstract : In this paper we examine energy derivatives pricing. The previous studies considered the same source of uncertainty for the spot and the futures prices. We investigate the problem of futures pricing with two independent sources of risk. In general the structure of the oil and gas futures markets is closely related to some stock indices. READ MORE

  5. 14. Stable Numerical Methods for PDE Models of Asian Options

    University essay from Tillämpad matematik och fysik (MPE-lab)

    Author : Adam Rehurek; [2011]
    Keywords : Financial Mathematics; numerics; PDE; Asian Options;

    Abstract : Asian options are exotic financial derivative products which price must be calculated by numerical evaluation. In this thesis, we study certain ways of solving partial differential equations, which are associated with these derivatives. READ MORE

  6. 15. Operator Splitting Techniques for American Type of Floating Strike Asian Option

    University essay from Tillämpad matematik och fysik (MPE-lab)

    Author : Michal Takac; [2011]
    Keywords : Financial Mathematics; operator splitting; Asian Options;

    Abstract : In this thesis we investigate Asian oating strike options. We particu-larly focus on options with early exercise - American options. This typeof options are very lucrative to the end-users of commodities or ener-gies who are tend to be exposed to the average prices over time. READ MORE