Sökning: "Olof Hummelgren"
Hittade 2 uppsatser innehållade orden Olof Hummelgren.
1. Financial Modelling Using Fractional Processes And The Wiener Chaos Expansion
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : The aim of this thesis is to simulate stochastic models that are driven by a fractional Brownian motion process and to apply these methods to financial applications related to yield rate and asset price modelling. Several rough volatility processes are used to model the asset price and yield dynamics. LÄS MER
2. Computation of Eigenmodes in Three-Dimensional Structures
Kandidat-uppsats, KTH/Skolan för teknikvetenskap (SCI)Sammanfattning : In this thesis the eigenmodes and eigenvalues of three dimensional structures are analyzed using the Python environment FEniCS in combination with an implementation of the Arnoldi method in MATLAB for calculation of eigenpairs. This is done by considering separable solutions of the wave equation and subsequently expressing these as the solutions to an eigenvalue problem. LÄS MER