Sökning: "Viktor Ågren"

Hittade 4 uppsatser innehållade orden Viktor Ågren.

  1. 1. Empirical Analysis of Joint Quantile and Expected Shortfall Regression Backtests

    Master-uppsats, Uppsala universitet/Sannolikhetsteori och kombinatorik

    Författare :Viktor Ågren; [2023]
    Nyckelord :risk metric; expected shortfall; backtest; value at risk; empirical analysis;

    Sammanfattning : In this work, we look into the practical applicability of three joint quantile and expected shortfall regression backtests. The strict, auxiliary, and intercept ESR backtests are applied to the historical log returns of the OMX Stockholm 30 market-weight price index. LÄS MER

  3. 2. Multilevel Monte Carlo Simulation for American Option Pricing

    Kandidat-uppsats, Mälardalens högskola/Akademin för utbildning, kultur och kommunikation

    Författare :Sabina Colakovic; Viktor Ågren; [2021]
    Nyckelord :Multilevel Monte Carlo simulation; Stochastic Differential Equations; Option pricing.;

    Sammanfattning : In this thesis, we center our research around the analytical approximation of American put options with the Multilevel Monte Carlo simulation approach. The focus lies on reducing the computational complexity of estimating an expected value arising from a stochastic differential equation. LÄS MER

  4. 3. Apoteas nya energilager

    Kandidat-uppsats, SLU/Dept. of Energy and Technology

    Författare :Oscar Egnell; Tim Gyulanszky; Viktor Helleday; Alfred Nerby; William Wäreborn; Simon Ågren; [2020]
    Nyckelord :VRFB; saltvattenbatterier; effektkapning; vätgas; systemtjänster; självförsörjning;

    Sammanfattning : Apotea is an internet-based pharmacy company with a logistics center based in Morgongåva, Sweden. This building is home to Sweden's largest roof-based solar panel installation with an installed capacity of 1.5MW. An expansion of the facility is planned for completion 2021 with a new building or equal size being added to the center. LÄS MER

  5. 4. Pengar från höger och vänster? En komparativ studie om skillnaden i biståndsallokering mellan vänster- och högerregeringar

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Viktor Lindelöw; Sandra Ågren; [2018]
    Nyckelord :Biståndsallokering; politisk strategi; tobit; vänsterregering; högerregering.; Business and Economics;

    Sammanfattning : Research shows that aid in many cases is given with a political strategy. Since aid is financed by taxpayers, we find it interesting and relevant to further investigate the political motives behind Swedish aid and if the focus of Swedish aid has differed across time and elected governments. LÄS MER