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Visar resultat 1 - 5 av 15 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Fragile Foal Syndrome (FFS) inverkan på hoppförmåga och exteriör hos svenska varmblod (SWB) : varför hoppar hästar med samma mutation på olika sätt?

    Kandidat-uppsats, SLU/Dept. of Animal Breeding and Genetics

    Författare :Kajsa Nyström; [2023]
    Nyckelord :Ehler-Danlos Syndrom; exteriör; Fragile Foal Syndrome FFS ; genetik; hoppförmåga; svenska varmblod SWB ;

    Sammanfattning : Fragile Foal Syndrome (FFS) är en genetisk sjukdom som drabbar hästar. Sjukdomen karaktäriseras av svag och ömtålig bindväv. Detta bidrar till att individer homozygota för anlaget aborteras eller avlivas direkt efter fölning. Syndromet beror på en mutation som påverkar i kollagenproduktion, vilken nedärvs autosomalt recessivt. LÄS MER

  3. 2. Pricing European Options with the Black-Scholes and Monte Carlo Methods: a Comparative Study

    Kandidat-uppsats,

    Författare :Isak Meding; Viking Zandhoff Westerlund; [2022-04-07]
    Nyckelord :Option pricing; Black-Scholes; Monte Carlo simulation; Jump Diffusion process;

    Sammanfattning : Option pricing is a central concept in finance. Since F. Black and M. Scholes in troduced their formula for pricing options in 1973 it has been widely adopted, but it has also been proven to have some limitations in its inherent assumptions and thus subsequent performance. LÄS MER

  4. 3. Jump Estimation of Hidden Markov Models with Time-Varying Transition Probabilities

    Kandidat-uppsats, Lunds universitet/Matematisk statistik

    Författare :Henning Tansjö; [2020]
    Nyckelord :Jump estimation; Hidden Markov model; financial time series; clustering; unsupervised learning.; Mathematics and Statistics;

    Sammanfattning : The Hidden Markov model is applicable to a wide variety of fields. Applied to financial time series, its assumed underlying state sequence can reflect the time series' tendency to behave differently over different periods of time. In many situations, models could be improved by including exogenous data. LÄS MER

  5. 4. Break Point Detection for Strategic Asset Allocation

    Master-uppsats, KTH/Matematisk statistik

    Författare :Erika Madebrink; [2019]
    Nyckelord :Strategic asset allocation; Bayesian; reversible jump; Markov chain Monte Carlo; regime switching;

    Sammanfattning : This paper focuses on how to improve strategic asset allocation in practice. Strategic asset allocation is perhaps the most fundamental issue in portfolio management and it has been thoroughly discussed in previous research. We take our starting point in the traditional work of Markowitz within portfolio optimization. LÄS MER

  7. 5. Efficient Monte Carlo Simulation for Counterparty Credit Risk Modeling

    Master-uppsats, KTH/Matematisk statistik

    Författare :Sam Johansson; [2019]
    Nyckelord :CCR; OTC derivatives; European option; Bermudan option; CVA; jump-diffusion model; stochastic intensity model; Monte Carlo; variance reduction; importance sampling; least squares Monte Carlo; CCR; OTC-derivat; europeisk option; Bermuda-option; CVA; jump-diffusion-modell; stokastisk intensitetsmodell; Monte Carlo; variansreduktion; importance sampling; least squares Monte Carlo;

    Sammanfattning : In this paper, Monte Carlo simulation for CCR (Counterparty Credit Risk) modeling is investigated. A jump-diffusion model, Bates' model, is used to describe the price process of an asset, and the counterparty default probability is described by a stochastic intensity model with constant intensity. LÄS MER