Sökning: "binomial trees"
Visar resultat 1 - 5 av 7 uppsatser innehållade orden binomial trees.
1. Supervised Learning for Prediction of Tumour Mutational Burden
Master-uppsats, KTH/Matematisk statistikSammanfattning : Tumour Mutational Burden is a promising biomarker to predict response to immunotherapy. In this thesis, statistical methods of supervised learning were used to predict TMB: GLM, Decision Trees and SVM. LÄS MER
2. Optimizing the Number of Time-steps Used in Option Pricing
Master-uppsats, Linköpings universitet/Institutionen för datavetenskapSammanfattning : Calculating the price of an option commonly uses numerical methods and can becomputationally heavy. In general, longer computations result in a more precisresult. As such, improving existing models or creating new models have been thefocus in the research field. LÄS MER
3. A weighty issue : estimation of fire size with geographically weighted logistic regression
Master-uppsats, Lunds universitet/Institutionen för naturgeografi och ekosystemvetenskapSammanfattning : Size estimations of fires that occurred centuries ago have been the subject of study for many decades. More accurate spatial fire histories from tree rings were possible by either drawing the sample location on detailed topographic maps or using GPS receivers. LÄS MER
4. Turbo Warrant rebatesand finite differences : Pricing Turbo Warrant rebates based on one underlying stock with discrete dividendsin the Black-Scholes framework
Magister-uppsats, KTH/Numerisk analys, NASammanfattning : Pricing Turbo Warrants with binomial trees can be a challenging or even impossible task. The presence of a barrier makes pricing highly sensitive to computational settings and numerical parameters, rather than the actual pricing mathematics. To remedy this, new numerical methods, of which Crank Nicolson is one such method, are investigated. LÄS MER
5. Evaluation of a Joint Investment in an Industrial Cluster using Real Options - A Study on an integrated utility system investment in the chemical cluster in Stenungsund
Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionenSammanfattning : A Real Option Analysis is performed on the investment of an integrated utility system within a chemical cluster in Stenungsund, Sweden. The utility system investment is an energy saving investment where the revenues arise due to decreased import of natural gas used as fuel in boilers. LÄS MER