Sökning: "Monte Carlo Simulation"

Visar resultat 1 - 5 av 231 uppsatser innehållade orden Monte Carlo Simulation.

  1. 1. Monte Carlo Path Simulation and the Multilevel Monte Carlo Method

    Uppsats för yrkesexamina på avancerad nivå, Umeå universitet/Institutionen för fysik

    Författare :Krister Janzon; [2018]
    Nyckelord :Multilevel Monte Carlo; computational complexity; option pricing; path approximation; Euler–Maruyama; Milstein;

    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

  2. 2. 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

  3. 3. Frequentist Model Averaging For Functional Logistic Regression Model

    Master-uppsats, Uppsala universitet/Statistiska institutionen

    Författare :Shi Jun; [2018]
    Nyckelord :Model selection; Classification; Mean squared error; Monte Carlo simulation; Quadratic programming;

    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. 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

    Författare :Benjamin Eriksson; [2018]
    Nyckelord :fusion; JET; Geant4; NESSA; NESSA facility; back scatter tof; tof; time of flight; spectrometer; neutron; ITER; Monte Carlo; simulation;

    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

  5. 5. 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

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