Sökning: "Monte Carlo Simulation"

Visar resultat 1 - 5 av 226 uppsatser innehållade orden Monte Carlo Simulation.

  1. 1. X-Value Adjustments for Interest Rate Derivatives

    Master-uppsats, KTH/Matematisk statistik

    Författare :Mehdi Belkotain; [2018]
    Nyckelord :;

    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

  2. 2. Generation and Validation of di-Higgs events in the 4τ final state

    L3-uppsats, Uppsala universitet/Högenergifysik

    Författare :Halimeh Vaheid; [2018]
    Nyckelord :Higgs Boson; Higgs Decay Modes; Monte Carlo Simulation; Leading order; Next-to-Leading order;

    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

  3. 3. Studies of new light resonances decaying into two hadronic jets produced in association with a radiated jet

    Master-uppsats, Lunds universitet/Partikelfysik; Lunds universitet/Fysiska institutionen

    Författare :Zhiying Li; [2018]
    Nyckelord :dark matter mediator; ATLAS; dijet ISR jet; light resonance; ISR jet; dijet; trijet final state; kinematics variables; combinatorics; mass combinations; significance; thrust; LHC; CERN; Physics and Astronomy;

    Sammanfattning : This report presents combinatorics studies in the search for a resonance of below 800GeVwhich decay product is a pair of hadronic jets from quarks. The resonance, predicted as a dark matter mediator, has couplings to dark matter particles as well as quarks and gluons. LÄS MER

  4. 4. Application of Polynomial Chaos Expansion for Climate Economy Assessment

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Robin Nydestedt; [2018]
    Nyckelord :;

    Sammanfattning : In climate economics integrated assessment models (IAMs) are used to predict economic impacts resulting from climate change. These IAMs attempt to model complex interactions between human and geophysical systems to provide quantifications of economic impact, typically using the Social Cost of Carbon (SCC) which represents the economic cost of a one ton increase in carbon dioxide. LÄS MER

  5. 5. Solvency Capital Requirement Coverage Ratio at Risk

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Joakim Kjeller; [2018]
    Nyckelord :Solvency Capital Requirement Coverage Ratio at Risk; Monte Carlo Simulation; Value at Risk; Solvency II; Mathematical Finance;

    Sammanfattning : The Solvency II regulation is an important part of a property insurance company's reality. There is a need to complement the risk management focus on value changes and the financial result with a focus on the regulatory consequences of the value changes. LÄS MER

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