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Visar resultat 21 - 25 av 30 uppsatser som matchar ovanstående sökkriterier.

  1. 21. Driver Model for Mission-Based Driving Cycles

    Master-uppsats, Linköpings universitet/Fordonssystem

    Författare :Marcus Almén; [2017]
    Nyckelord :microscopic traffic simulation; driver behaviour; curve speed; braking model; drive cycle; driving cycle; driver modelling;

    Sammanfattning : When further demands are placed on emissions and performance of cars, trucks and busses, the vehicle manufacturers are looking to have cheap ways to evaluate their products for specific customers' needs. Using simulation tools to quickly compare use cases instead of manually recording data is a possible way forward. LÄS MER

  3. 22. Hedging Interest Rate Swaps

    Master-uppsats, KTH/Matematisk statistik

    Författare :Lovisa Jangenstål; [2015]
    Nyckelord :;

    Sammanfattning : This thesis investigates hedging strategies for a book of interest rate swaps of the currencies EUR and SEK. The aim is to minimize the variance of the portfolio and keep the transaction costs down. The analysis is performed using historical simulation for two different cases. LÄS MER

  4. 23. An Introduction to Modern Pricing of Interest Rate Derivatives

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

    Författare :Hossein Nohrouzian; [2015]
    Nyckelord :Interest Rates; Negative Interest Rates; Market Model; Martingale; Security Market Model; Term Structure Model; Risk-Neutral Measure; Forward-Neutral Measure; LIBOR; HJM; Collateral; Swap; Tenor; Interest Rate Derivatives; CSA Agreement; Bachelier.;

    Sammanfattning : This thesis studies interest rates (even negative), interest rate derivatives and term structure of interest rates. We review the different types of interest rates and go through the evaluation of a derivative using risk-neutral and forward-neutral methods. LÄS MER

  5. 24. A study of power spectral densities of real and simulated Kepler light curves

    Kandidat-uppsats, Linnéuniversitetet/Institutionen för fysik och elektroteknik (IFE)

    Författare :Holger Weishaupt; [2015]
    Nyckelord :Exoplanet detection; transit method; stellar variability; light curve simulation; power spectrum; power spectral density estimate;

    Sammanfattning : During the last decade, the transit method has evolved to one of the most promising techniques in the search for extrasolar planets and the quest to find other earth-like worlds. In theory, the transit method is straight forward being based on the detection of an apparent dimming of the host star’s light due to an orbiting planet traversing in front of the observer. LÄS MER

  7. 25. Validation of market commodity forward curves

    Master-uppsats, KTH/Matematisk statistik

    Författare :Susanna Kaas; [2015]
    Nyckelord :;

    Sammanfattning : In this thesis the aim was to propose a method that could be used to validate the market commodity forward curve and analyse if the method is possible to apply. The thesis is limited to forward curves with equally spaced maturities up to one year and seasonal price patterns. LÄS MER