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Showing result 1 - 5 of 17 essays matching the above criteria.

  1. 1. Regional Cross-border Disaster Collaboration: A Joint Standard Operating Procedure between Jordan Israel and Palestine

    University essay from Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet

    Author : Nadia Rinaldi; [2022]
    Keywords : Regional Cooperation; Disaster Preparedness; Standard Operating Procedure; Disaster Risk Management; Middle East; Social Sciences;

    Abstract : This case study research aims to identify the enabling factors and challenges for developing a joint Standard Operating Procedure (SOP) for Disaster Response Preparedness between Jordan, Israel and Palestine. Twelve qualitative semi-structured interviews were conducted with experts either involved in the SOP project, the region and/or with extensive experience in developing cross-border SOPs. READ MORE

  3. 2. Comparing Groundwater Drawdown with Estimated Influence Radius – A Case Study of Infrastructural Projects in Sweden

    University essay from Uppsala universitet/Luft-, vatten- och landskapslära

    Author : Staffan Druid; [2022]
    Keywords : Influence radius; analytical formula; groundwater lowering; sensitivity; Influensradie; analytisk beräkning; grundvattenavsänkning; känslighet;

    Abstract : Infrastructural projects may sometimes require excavation of soils and the groundwater table to be lowered, temporarily or permanently. As there are risks in connection to groundwater lowering, the extent of the affected area is of interest. READ MORE

  4. 3. Markov Chains as a Real-time System Monitoring Service : Numerical Repair Rate Optimization (RRO)

    University essay from Mälardalens universitet/Akademin för innovation, design och teknik

    Author : Emil Carmegren; [2022]
    Keywords : Markov Chains; Dependability Evaluation; Probability Theory;

    Abstract : The expansion and increased complexity of technology is undoubtedly consistent and one can intuitively suppose that this trajectory will not deviate from this course in the years to come. On a continuous basis, concepts that started of as some hypothetical or abstract notions without practical relevance gets transferred to the modern state of our current technology. READ MORE

  5. 4. Consistent Projection of the Balance Sheet : A Holistic Approach to Modelling Interest Rate Risk in the Banking Book

    University essay from KTH/Matematik (Avd.)

    Author : Gabriella Hulström; [2021]
    Keywords : Adjoint algorithmic differentiation; Economic Value of Equity; Interest Rate Risk; Net Interest Income; Risk Management; Adjoint algoritmisk derivering; Ekonomiskt Värde av Eget Kapital; Ränterisk; Räntenetto; Riskhantering;

    Abstract : When modelling risk in the banking book, a simple capital level approach can fail to capture the interactions between different risk measures or risk classes since they are modelled separately. In this thesis we propose a model for projecting the book value of a run-off balance sheet portfolio of fixed and variable rate loans, while also calculating net interest income, economic value of equity, capital requirement and capital cost within the same model. READ MORE

  6. 5. 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