Sökning: "Extension Risk"

Visar resultat 1 - 5 av 162 uppsatser innehållade orden Extension Risk.

  1. 1. Deep Learning and the Heston Model:Calibration & Hedging

    Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistik

    Författare :Oliver Klingberg Malmer; Victor Tisell; [2020-07-03]
    Nyckelord :deep learning; deep hedging; deep calibration; option pricing; stochastic volatilty; Heston model; S P 500 index options; incomplete markets; transaction costs;

    Sammanfattning : The computational speedup of computers has been one of the de ning characteristicsof the 21st century. This has enabled very complex numerical methods for solving existingproblems. As a result, one area that has seen an extraordinary rise in popularity over the lastdecade is what is called deep learning. LÄS MER

  2. 2. Towards Zero Defects in the Aerospace Industry through Statistical Process Control : A Case Study at GKN Aerospace Engine Systems

    Uppsats för yrkesexamina på avancerad nivå, Luleå tekniska universitet/Institutionen för ekonomi, teknik och samhälle

    Författare :Hugo Andrén; [2020]
    Nyckelord :Zero Defects; Statistical Process Control; Quality Management; Industry 4.0; Aerospace Industry;

    Sammanfattning : With the ongoing transformation of modern manufacturing systems in an industry 4.0 environment, industrial actors may see great improvements with respect to quality towards a state of near zero defects. LÄS MER

  3. 3. An indicative case-control study of noise perception due to environmental noise sources

    Master-uppsats, KTH/Marcus Wallenberg Laboratoriet MWL

    Författare :Marcus Johansson ; [2020]
    Nyckelord :Noise perception; Psychoacoustics; Environmental noise; Bullerpåverkan; Psykoakustik; Samhällsbuller;

    Sammanfattning : The subject of the thesis was proposed by the acoustic consultancy firm Brekke & Strand, which is of relevance for their additional understanding and development of services and contribution to robust solutions. The aim with this thesis is to give indicative results and to dig deeper into the relation between environmental noise and the perception of the same, specially focusing on construction related noise but also permanent noise sources that originates from infrastructure. LÄS MER

  4. 4. Injury prevention in vehicle side collisions

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

    Författare :Olof Lidström; Oscar Edling; [2020]
    Nyckelord :;

    Sammanfattning : In America around 30% of all fatal car collisions are a result of side collisions. Furthermore, in Europe between 28% to 38% of all side collisions results in serious injury or death. There are existing protection systems to minimize the risk of injury. LÄS MER

  5. 5. "Daglig dator" : Combating computer anxiety through daily online exercises

    Master-uppsats, Umeå universitet/Institutionen för informatik

    Författare :Fredrik Johansson Åhed; [2020]
    Nyckelord :HCI; UX design; design for the elderly; computer anxiety; computer self-efficacy; digital divide; digital exclusion;

    Sammanfattning : It’s well known that the contemporary rapid development of technology has created a digital divide between those who adopt and use the emerging digital services, and those who don’t. The ones who fail to adapt to the new digital society, is at great risk of being completely excluded from it, which strips away both social, health related and economical opportunities. LÄS MER