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Visar resultat 1 - 5 av 9 uppsatser som matchar ovanstående sökkriterier.

  1. 1. Monte-Carlo Based Pricing of American Options Using Known Characteristics of the Expected Continuation Value Function

    Master-uppsats, Lunds universitet/Matematisk statistik

    Författare :Olle Ottander; Fredrik Lindstedt; [2022]
    Nyckelord :Option; American Option; Monte-Carlo; Least-Square; Black-Scholes; Merton; Finite Moment Log Stable; FMLS; Heston; Expected Continuation Value; Mathematics and Statistics;

    Sammanfattning : The problem of pricing American stock options is far more complex than pricing European options due to the possibility of early execution. This feature means that the decision to either hold on to the option or exercising it early must be continually evaluated, leading to closed form solutions such as the Black-Scholes Formula to not be applicable on American options written on dividend paying assets. LÄS MER

  3. 2. Effects of Failure Severity, Robot Embodiment, and Personality Traits in Interactions with Faulty Robots

    Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Författare :Olle Wallberg; [2020]
    Nyckelord :;

    Sammanfattning : In modern society, voice-based systems intended to assist humans in day-to-day tasks are populating both industrial and domestic environments. This increasing use of robots is making users more likely to be exposed to robot failures, often requiring costly human intervention. LÄS MER

  4. 3. The success of CICIG: explaining a successful anti-corruption agency

    Kandidat-uppsats, Lunds universitet/Statsvetenskapliga institutionen

    Författare :Olle Andersson; [2017]
    Nyckelord :CICIG; Corruption; Anti-Corruption Agencies ACA ; Guatemala; Implementation; Law and Political Science;

    Sammanfattning : The international anti-corruption commission CICIG managed to achieve unexpected success when they dismantled a corruption ring within Guatemala’s government. The results are remarkable since Anti-Corruption Agencies (ACA) often fail due to societal corruption, which is a big problem in Guatemala. LÄS MER

  5. 4. Multi-Scale Predictability for Emerging Foreign Exchange Markets

    Kandidat-uppsats, Linköpings universitet/Nationalekonomi

    Författare :Olle Dahlén; Anton Ask Åström; [2016]
    Nyckelord :;

    Sammanfattning : Expanding the work done by Bekiros and Marcellino [2013] to emerging markets will give a better understanding of the prediction power of artificial neural networks with a wavelet design. The finan- cial perspective discussed will be from an investor or traders view with possible strategies and policies. LÄS MER

  7. 5. Traveling Into The Future: The Development of a Currency Exchange Application

    Kandidat-uppsats, Linköpings universitet/Institutionen för datavetenskap; Linköpings universitet/Institutionen för ekonomisk och industriell utveckling

    Författare :Olle Dahlén; Fredrik Urby; Sebastian B. Fredriksson; Kevin Dabérius; Idris Qaderi; Magnus Wilson; Martin Axelsson; Anton Ask Åström; Gustaf Nilsson; [2016]
    Nyckelord :;

    Sammanfattning : This thesis examines the experiences and results regarding the development of the web application Cash-on- Arrival, an online currency exchange service where the customer can order their currency exchange ahead of their travel to save money compared to exchanging their money at the time of arrival to their destination. The thesis mainly focuses on answering the research questions raised concerning how a secure and usable web application can be developed as well as how it can save money for travelers. LÄS MER