Sökning: "simulation exercise"

Visar resultat 1 - 5 av 42 uppsatser innehållade orden simulation exercise.

  1. 1. Pricing Convertible Bonds Using Monte Carlo Simulations

    Kandidat-uppsats, Umeå universitet/Institutionen för matematik och matematisk statistik

    Författare :Gustav Marklund Brinell; [2023]
    Nyckelord :Convertible bonds; Monte Carlo;

    Sammanfattning : In this paper we dive into the world of pricing convertible bonds, with increasing complexity. This work aims to investigate the pricing methods behind different convertibles and see how well they agree with exact prices and benchmarks from established literature. LÄS MER

  3. 2. Identification of key factors that support and limit action plan implementation after a SimEx and suggestions on how to overcome the challenges

    Master-uppsats, Lunds universitet/Avdelningen för Riskhantering och Samhällssäkerhet; Lunds universitet/Riskhantering (CI)

    Författare :Zeth Söderlund; [2023]
    Nyckelord :simulation exercise; evaluation; action plan; implementation; challenges; usefulness; improve; learning; lessons learnt; debrief session; capacity development; capacity strengthening; capacity building; disaster risk management; disaster risk reduction; emergency preparedness; disaster preparedness; Technology and Engineering;

    Sammanfattning : It is difficult to prepare for events with large-scale consequences and low probability. Simulation exercises (SimEx) provide the opportunity to improve preparedness through strengthening capabilities before an actual emergency. Conducting a SimEx could be very expensive and therefore the SimEx should be thoroughly evaluated. LÄS MER

  4. 3. Mathematical Modelling Of Cortisol Response To Exercise

    Master-uppsats, Linköpings universitet/Institutionen för medicinsk teknik

    Författare :Arpitha Honnal Venkatesh; [2022]
    Nyckelord :Cortisol; Exercise; Mathematical model; CRH; ACTH; CORT; Cortisol model; HPA axis;

    Sammanfattning : Exercise is widely recognized for its role in the health management and prevention of several chronic diseases. Exercise is considered as a stimulus in the form of physical stress to which a group of anatomical structures in the human body responds by generating a stress response that enables certain physiological modifications essential for restoring systemic homeostasis. LÄS MER

  5. 4. A guide to novel instructors in Emergo Train System®

    Master-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Alva Lindhagen; [2022]
    Nyckelord :;

    Sammanfattning : Swedish law states that county councils and municipalities need to prepare for crisis and receive training in crisis management. As crises are infrequent events, training must be conducted on potential scenarios. Scenarios can be simulated using the Emergo Train System (ETS). LÄS MER

  7. 5. Bermudan Option Pricing using Almost-Exact Scheme under Heston-type Models

    Master-uppsats, Mälardalens universitet/Akademin för utbildning, kultur och kommunikation

    Författare :Mara Kalicanin Dimitrov; [2022]
    Nyckelord :Almost Exact Scheme; Monte Carlo; Bermudan Options; Least Squares Monte Carlo; CIR; Heston Model; Double Heston Model; Stochastic Volatility;

    Sammanfattning : Black and Scholes have proposed a model for pricing European options where the underlying asset follows a so-called geometric Brownian motion which assumes constant volatility. The proposed Black-Scholes model has an exact solution. LÄS MER