Essays about: "simulation market"

Showing result 1 - 5 of 312 essays containing the words simulation market.

  1. 1. Fire Safety of Facades

    University essay from Lunds universitet/Avdelningen för Brandteknik

    Author : Bogdan-Grigore Branisteanu-Albulescu; [2019]
    Keywords : polystyrene; graphene; façade; pyrolysis; Technology and Engineering;

    Abstract : Façade fires are a big concern due to past incidents and the large number of victims encountered. Vertical flame spread mechanism specific to this type of fires is a complex phenomenon with parameters that are often difficult to be coupled. READ MORE

  2. 2. How to Avoid Bankruptcy?: Monte Carlo Simulation of Three Financial Markets, using the Multifractal Model of Asset Returns

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Rostislav Sibirtsev; [2019]
    Keywords : Multifractal Model of Asset Returns MMAR ; Simulation; Fractal; Kurtosis; Dependence;

    Abstract : This paper has been an effort to apply fractal mathematics to understanding the general behaviour of financial markets. Fractals are special shapes that look similar at various scales. The specific model used is called the Multifractal Model of Asset Returns (MMAR) - the first ever model used for multifractal financial analysis. READ MORE

  3. 3. Estimation methods for Asian Quanto Basket options

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : David Adolfsson; Tom Claesson; [2019]
    Keywords : Monte Carlo simulation; Estimation; Option; Taylor expansion; Sensitivities; Price interpolation; Grid;

    Abstract : All financial institutions that provide options to counterparties will in most cases get involved withMonte Carlo simulations. Options with a payoff function that depends on asset’s value at differenttime points over its lifespan are so called path dependent options. READ MORE

  4. 4. Where is my inhaler? : A simulation and optimization study of the Quality Control on Symbicort Turbuhaler at AstraZeneca

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik; Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Shirin Haddad; Marie Nilsson; [2019]
    Keywords : Discrete event simulation; Evolution strategies; Distribution fitting;

    Abstract : Symbicort Turbuhaler is a medical device produced by the pharmaceutical company AstraZeneca for the treatment of asthma and symptoms of chronic obstructive pulmonary disease. The delivery reliability of the product is dependent on the performance of the whole supply chain and as part of the chain the results from the department, Quality Control (QC), are mandatory to release the produced batches to the market. READ MORE

  5. 5. Simulating changes in Swedish wood supply from increased forest certification : An area-based matrix model approach using National Forest Inventory data and EFDM software

    University essay from Umeå universitet/Nationalekonomi

    Author : Filip Högvall; [2019]
    Keywords : ;

    Abstract : The first law regarding the protection of Swedish forests was implemented in 1903 and the scope has only ever increased since then. By the 1990s a new method of forest protection was founded in the form of FSC and later also PEFC certification programs. READ MORE