Sökning: "Otto Sjöholm"

Hittade 2 uppsatser innehållade orden Otto Sjöholm.

1. 1. Credit Valuation Adjustment: In theory and practice

   Master-uppsats, KTH/Matematisk statistik

   Författare :Dan Franzén; Otto Sjöholm; [2014]
   Nyckelord :Basel II; Basel III; OTC Derivatives; Credit Valuation Adjustment; CVA;

   Sammanfattning : This thesis is intended to give an overview of creditvaluation adjustment (CVA) and adjacent concepts. Firstly, the historicalevents that preceded the initiative to reform the Basel regulations and tointroduce CVA as a core component of counterparty credit risk are illustrated. LÄS MER

3. 2. Curve Fitting Using Calculus in Normed Spaces

   Kandidat-uppsats, KTH/Optimeringslära och systemteori

   Författare :Eva Andersson; Marlene Sandström; Otto Sjöholm; Filippa Kjaerboe; [2011]
   Nyckelord :;

   Sammanfattning : Curve fitting is used in a variety of fields, especially in physics, mathematics and economics. The method is often used to smooth noisy data and for doing path planning. In this bachelor thesis calculus of variations will be used to derive a formula for finding an optimal curve to fit a set of data points. LÄS MER