Sökning: "Monte Carlo simulations"

Visar resultat 1 - 5 av 354 uppsatser innehållade orden Monte Carlo simulations.

  1. 1. Covered Call on an Index - A Comparative Study of Two Strategies

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Karin Carlsson; [2023-06-29]
    Nyckelord :Index Options; Covered Calls; Monte Carlo; Utility;

    Sammanfattning : This thesis undertakes a comparative analysis of two ways of performing a covered call strategy on a dual asset index. The distinguishing factor between the two approaches pertains to the writing of the call options, where one approach involves writing the call option on the entire index, while the other involves writing options on each asset within the index separately. LÄS MER

  3. 2. Pricing of FX products - list rates

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Emma Edvardsson; [2023]
    Nyckelord :;

    Sammanfattning : List rates is a product that provides clients with a fixed exchange rate for a fixed period of time, varying from a few minutes up to a few days. During this period, the customer can exercise trading at the fixed exchange rate multiple times. The aim of this study is to find a pricing model for List rates. LÄS MER

  4. 3. Evaluating image analysis techniques for ultrasound optical tomography in breast tissue

    Master-uppsats, Lunds universitet/Avdelningen för Biomedicinsk teknik

    Författare :Henrik von Friesendorff; [2023]
    Nyckelord :ultrasound optical tomography; Monte Carlo light simulation; image reconstruction; Technology and Engineering;

    Sammanfattning : Breast cancer is the most commonly diagnosed cancer in the world today and early detection is crucial to minimize the mortality. ”Ultrasound optical tomography” (UOT) is a method under development for deep tissue imaging. LÄS MER

  5. 4. Optimization of Radiotherapy Treatment Plans Based on Monte Carlo Dose Computations

    Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknik

    Författare :Ludvig Håkansson; [2023]
    Nyckelord :Technology and Engineering;

    Sammanfattning : Treatment planning plays a vital role in providing good treatment to cancer patients. In order to reach an adequate treatment plan, the algorithm used for simulating the dose in the patient must model the reality well. LÄS MER

  7. 5. Utilizing logistic regression to apply the ELO system in forecasting Premier League odds

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Claudio Thegelström; [2023]
    Nyckelord :Premier League; ELO system; Historical odds; Logistic regression; Unbiased prediction; Premier League; ELO systemet; Historiska odds; Logistisk regression; Opartiska prediktioner;

    Sammanfattning : This thesis provides insights into the creation of a model for predicting odds in the Premier League. It illustrates how the ELO system and historical odds, in combination with Monte Carlo simulations, can be implemented through logistic regression to predict odds in an unbiased way. LÄS MER