Sökning: "Black Mc"

Hittade 4 uppsatser innehållade orden Black Mc.

  1. 1. Development and characterization of tissue-mimicking phantom materials for photoacoustic imaging

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

    Författare :Chen Xu; [2019]
    Nyckelord :Physics and Astronomy;

    Sammanfattning : Tissue-mimicking phantoms are of great interest in the development of bio-medical applications. Instead of applying to biological tissues directly, phantoms enable stable and easy accessibility to validate spectroscopy systems and measuring processes. This thesis project is centered on the development and characterization of phantoms. LÄS MER

  3. 2. Pricing of European and Asian options with Monte Carlo simulations : Variance reduction and low-discrepancy techniques

    Kandidat-uppsats, Umeå universitet/Nationalekonomi

    Författare :Alexander Ramström; [2017]
    Nyckelord :;

    Sammanfattning : This thesis evaluates different models accuracy of option pricing by MonteCarlo simulations when changing parameter values and the number of simulations. By simulating the asset movements thousands of times and use well established theory one can approximate the price of one-year financialoptions and for the European options also compare them to the price from Black-Scholes exact pricing formula. LÄS MER

  4. 3. The Ytterby mine - A historical review and an evaluation of its suggested spatial coupling to multiple sclerosis (MS)

    Kandidat-uppsats, Stockholms universitet/Institutionen för geologiska vetenskaper

    Författare :Susanne Sjöberg; [2012]
    Nyckelord :Ytterby mine; REE; fuel deposit; multiple sclerosis; neurological health conditions;

    Sammanfattning : The Ytterby mine is located on Resarö island in the Stockholm archipelago. Mainly feldspars but also quartz were historically quarried in the mine, which is also the place of discovery of seven rare earth elements (REE). During the cold war era, the mine shaft was used as a diesel and jet fuel deposit for the Swedish Armed Forces. LÄS MER

  5. 4. FX BASKET OPTIONS - Approximation and Smile Prices

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Patrik Karlsson; [2009]
    Nyckelord :hedging; FX; Black-Scholes; Volatility Smile.; Basket Option; Derivative; Local Volatility; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : Pricing a Basket option for Foreign Exchange (FX) both with Monte Carlo (MC) techniques and built on different approximation techniques matching the moments of the Basket option. The thesis is built on the assumption that each underlying FX spot can be represented by a geometric Brownian motion (GBM) and thus have log normally distributed FX returns. LÄS MER