Sökning: "Otto Sjöholm"
Hittade 2 uppsatser innehållade orden Otto Sjöholm.
1. Credit Valuation Adjustment: In theory and practice
Master-uppsats, KTH/Matematisk statistikSammanfattning : This thesis is intended to give an overview of creditvaluation adjustment (CVA) and adjacent concepts. Firstly, the historicalevents that preceded the initiative to reform the Basel regulations and tointroduce CVA as a core component of counterparty credit risk are illustrated. LÄS MER
2. Curve Fitting Using Calculus in Normed Spaces
Kandidat-uppsats, KTH/Optimeringslära och systemteoriSammanfattning : Curve fitting is used in a variety of fields, especially in physics, mathematics and economics. The method is often used to smooth noisy data and for doing path planning. In this bachelor thesis calculus of variations will be used to derive a formula for finding an optimal curve to fit a set of data points. LÄS MER