Sökning: "Brownian motion"

Visar resultat 1 - 5 av 83 uppsatser innehållade orden Brownian motion.

  1. 1. Introduction of the Swedish Investment Saving Account and Individual Stock Investment Behavior

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Yao Fu; [2023]
    Nyckelord :capital income taxation; ISK; stock investment; idiosyncratic risk; systematic risk;

    Sammanfattning : The Swedish government introduced a new saving platform named as the Swedish Investment Saving Account (ISK) in January 2012 in order to simplify the taxation on the capital income of security investment. Compared to the conventional accounts (CA), ISK is taxed at a flat-rate based on the balance in the account, and there is no other taxation related to security sales and dividend distribution. LÄS MER

  3. 2. Random curves and their scaling limits

    Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)

    Författare :Jonatan Wächter; [2023]
    Nyckelord :Stochastic processes; Schramm-Loewner-Evolution; Random Walk; Brownian Motion; Harmonic Explorer;

    Sammanfattning : We focus on planar Random Walks and some related stochastic processes. The discrete models are introduced and some of their core properties examined. We then turn to the question of continuous analogues, starting with the well-known convergence of the Random Walk to Brownian Motion. LÄS MER

  4. 3. Procedural Worlds : A proposition for a tool to assist in creation of landscapes byprocedural means in Unreal Engine 5

    Master-uppsats, Linköpings universitet/Informationskodning

    Författare :Viktor Sjögren; William Malteskog; [2023]
    Nyckelord :Procedural Generation; PCG; Terrain generation; Unreal Engine; Path generation; Catmull-Rom splines; Noise; Perlin noise; Biomes; Interpolation;

    Sammanfattning : This thesis explores the possibilities of creating landscapes through procedural means within the game engine Unreal Engine 5. The aim is to provide a flexible procedural landscape tool that doesn't limit the user and that is compatible with existing systems in the engine. LÄS MER

  5. 4. Pricing and Hedging American-Style Options withDeep Learning: Algorithmic implementation

    Master-uppsats, Uppsala universitet/Analys och partiella differentialekvationer

    Författare :Mohammed Moniruzzaman Khan; [2023]
    Nyckelord :;

    Sammanfattning : This thesis aims at evaluating and implementing Longstaff & Schwarz approach for approximating the value of American options. American options are generally hard to value, exercised at any time up to its expiration and moreover, there is no closed- form solution for an American option’s price. LÄS MER

  7. 5. Geometric Brownian Motion Option Pricing Model for Professional Football Contracts

    C-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Författare :Dennis Markovic; Emil Schough; [2023]
    Nyckelord :Geometric Brownian motion; Football; Investment analysis; Real options;

    Sammanfattning : In recent years, the valuation of football players has gained significant attention, especially in the context of their transfer value in the market. Our investigation explores the application of a Geometric Brownian Motion option pricing model to estimate the transfer value of football players, considering the option-like characteristics of player contracts. LÄS MER