Sökning: "Christopher André"

Hittade 3 uppsatser innehållade orden Christopher André.

  1. 1. Machine Learning Based Intraday Calibration of End of Day Implied Volatility Surfaces

    Master-uppsats, KTH/Matematisk statistik

    Författare :Christopher Herron; André Zachrisson; [2020]
    Nyckelord :Applied Mathematics; Machine Learning; Statistics; Gaussian Process; Neural Network; Options; Volatility; Implied Volatility Surface; Black Scholes; Tillämpad matematik; Maskininlärning; Statistik; Gaussisk Process; Neurala Nätverk; Optioner; Volatilitet; Implicit Volatilitetsyta; Black Scholes;

    Sammanfattning : The implied volatility surface plays an important role for Front office and Risk Management functions at Nasdaq and other financial institutions which require mark-to-market of derivative books intraday in order to properly value their instruments and measure risk in trading activities. Based on the aforementioned business needs, being able to calibrate an end of day implied volatility surface based on new market information is a sought after trait. LÄS MER

  3. 2. DQ - Digitalt biljettsystem

    Kandidat-uppsats, Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Tekniska fakulteten

    Författare :Samuel Blomqvist; Daniel Thorén; Christopher Peters; William Sjöblom; Fredrik Malmfors; André Willquist; Ludvig Westerdahl; [2018]
    Nyckelord :Digitalt biljettsystem;

    Sammanfattning : Syftet med denna rapport är att redovisa utvecklingen av ett digitalt biljettsystem som skulla användas av studentföreningar vid Linköpings universitet. Systemet utvecklas av studenter vid Linköpings universitet på uppdrag av individer representerande LinTek och StuFF, två kårer vid universitetet. LÄS MER

  4. 3. The right to health and right to intellectual property in the EU. Analysis of the internal and external policies.

    Magister-uppsats, Lunds universitet/Juridiska institutionen

    Författare :Beata Faracik; [2002]
    Nyckelord :Human Rights Law and Intellectual Property Rights; Law and Political Science;

    Sammanfattning : It is very common nowadays to speak of an ''information society'' in which control of information or information based knowledge has replaced control over matter as an ultimate source of economic power. The intellectual creations protected through patents, trade marks, copyrights etc constitute often a huge part of the companies' intangible assets. LÄS MER