Sökning: "Monte Carlo Simulation"
Visar resultat 1 - 5 av 231 uppsatser innehållade orden Monte Carlo Simulation.
- Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik
Sammanfattning : A standard problem in the field of computational finance is that of pricing derivative securities. This is often accomplished by estimating an expected value of a functional of a stochastic process, defined by a stochastic differential equation (SDE). LÄS MER
- Master-uppsats, KTH/Matematisk statistik
Sammanfattning : In this report, we present the X-Value Adjustments and we introduce a simulation approach to compute these adjustments. We present the steps for the calculation of the Credit Value Adjustment (CVA) on interest rate derivatives as a practical example. LÄS MER
- Master-uppsats, Uppsala universitet/Statistiska institutionen
Sammanfattning : Frequentist model averaging as a newly emerging approach provides us a way to overcome the uncertainty caused by traditional model selection in estimation. It acknowledges the contribution of multiple models, instead of making inference and prediction purely based on one single model. LÄS MER
4. Simulations of a back scatter time of flight neutron spectrometer for the purpose of concept testing at the NESSA facility.Master-uppsats, Uppsala universitet/Tillämpad kärnfysik
Sammanfattning : A back scatter time of flight neutron spectrometer consisting of two scintillation detectors is simulated in Geant4 to examine whether it is possible to perform a proof of concept test at the NESSA facility at Uppsala University. An efficiency of ε = 2.45 · 10^-6 is shown to be large enough for a neutron generator intensity of 1. LÄS MER
- L3-uppsats, Uppsala universitet/Högenergifysik
Sammanfattning : The Higgs self-coupling has a vital role by giving a deeper understanding of the Higgs particle. Furthermore, the way it opens to physics beyond the SM, encourages us to do MC simulationstudies for varying λ_hhh . LÄS MER
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