Essays about: "semi-analytical method"
Showing result 6 - 10 of 11 essays containing the words semi-analytical method.
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6. B-plane orbital resonance analysis and applications
University essay from KTH/RymdteknikAbstract : Many space engineering and orbital mechanics applications seek for the usage of focused mathematical models, capable of providing useful insight onto particular phenomena or exploiting some theoretical and physical tools to reduce the computational costs and/or increase the level of accuracy reached. Orbital resonances are one of the phenomena that needs to be properly modelled, both for exploiting such features in the mission design phase and to predict possible resonant returns of threatening objects closely approaching a specified planet. READ MORE
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7. Implied Volatility Surface Approximation under a Two-Factor Stochastic Volatility Model
University essay from Mälardalens högskola/Akademin för utbildning, kultur och kommunikationAbstract : Due to recent research disproving old claims in financial mathematics such as constant volatility in option prices, new approaches have been incurred to analyze the implied volatility, namely stochastic volatility models. The use of stochastic volatility in option pricing is a relatively new and unexplored field of research with a lot of unknowns, where new answers are of great interest to anyone practicing valuation of derivative instruments such as options. READ MORE
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8. CVA for IR-Swaps under Wrong Way Risk. A numerical evaluation using a semi-analytical model
University essay from Göteborgs universitet/Graduate SchoolAbstract : This thesis examines the background and nature of credit value adjustment (CVA), a concept that has heightened in its importance in the financial market after the 2008 financial crisis. Credit value adjustment is defined as a price deducted from the risk-free value of a bilateral derivative to adjust for the counterparty credit risk (CCR). READ MORE
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9. Absorption of light through isolated and coupled resonances in horizontal InP nanowire arrays
University essay from Lunds universitet/Fasta tillståndets fysik; Lunds universitet/Fysiska institutionenAbstract : We have studied the interaction of light with two types of closely related nanostructures: a single horizontal InP nanowire and an infinite periodic array of such nanowires. The study has been done theoretically by calculating the absorption cross section of the nanowires via a semi analytical method, the Mie theory, and two numerical methods, the scattering matrix method (SMM) and the finite element method (FEM) to perform electromagnetic modeling. READ MORE
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10. Semi-Analytical Finite Element method for guided waves in civil engineering plate-like structures
University essay from Lunds universitet/Teknisk geologi; Lunds universitet/Väg- och vattenbyggnad (CI)Abstract : Guided waves have a signicant potential for Structural Health Monitoring (SHM) and Non-Destructive Testing (NDT) due to their relatively long distance of propagation and sensitivity to discontinuities along the propagation path, anywhere through the material thickness. The inability to model wave guides of arbitrary cross-section using current matrix methods, has led to the development of a technique called Semi-Analytical Finite Element (SAFE). READ MORE
