Sökning: "Gustav Villwock"

Hittade 2 uppsatser innehållade orden Gustav Villwock.

1. 1. Workforce Scheduling for Flamman Pub & Disco

   Kandidat-uppsats, Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

   Författare :Gustav Villwock; [2022]
   Nyckelord :Workforce scheduling; Mixed integer programming; Large neighbourhood search; Heuristics; Constructive heuristic;

   Sammanfattning : Workforce scheduling is widely used within most industries. A well-outlined and efficient schedule gives cost savings, such as reduced number of overtime hours, increases overall utilization, and facilitates meeting demands. LÄS MER

3. 2. Improving term structure measurements by incorporating steps in a multiple yield curve framework

   Master-uppsats, Linköpings universitet/Produktionsekonomi

   Författare :Gustav Villwock; Clara Rydholm; [2022]
   Nyckelord :Finance; Interest rates; Term structure measurement; Monte Carlo; Financial mathematics; Yield curve; Policy rates; Multiple yield curve framework; Stochastic programming; Risk factor modeling; Hedging; Performance attribution; Principle component analysis; GARCH; Maximum likelihood estimation; Copula;

   Sammanfattning : By issuing interest rate derivative contracts, market makers such as large banks are exposed to undesired risk. There are several methods for banks to hedge themselves against this type of risk; one such method is the stochastic programming model developed by Blomvall and Hagenbjörk (2022). LÄS MER