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Now showing items 3351-3360 of 3781
(Master thesis / Masteroppgave, 2012)
The objective of this thesis is to value spread options with payoff function on the form max(S_1(T)-hS_2(T)-K,0), where S_1(T) and S_2(T) are the spot prices of two energy commodities at maturity time T, h is the heatrate ...
(Master thesis / Masteroppgave, 2015)
Vi ser på ulike måter å beregne korrelasjon mellom to variable på. Fokus er i stor grad på ordinale og kvantitative data og beregning av korrelasjonsmålene Pearson s r, Kendall s t og Spearman s rang-korrelasjon. Det ...
(Master thesis / Masteroppgave, 2014)
A short introduction to the Nitsche method is given for the overlapping meshes case. Several algorithms for collision detection and mesh decomposition are reviewed and implemented, and a greedy triangulation routine is ...
(Master thesis / Masteroppgave, 2014)
Sensitivity analysis in a market driven by time-changed Levy noises Restricted Access
(Master thesis / Masteroppgave, 2015)
Claim reserving in long-tailed non-life insurance Restricted Access
(Master thesis / Masteroppgave, 2014)
Reserving outstanding claims is crucial for insurance industry, in the sense that it influences both the cash balance (via pricing) and the solvency of the company. The main objective of this thesis has been to present and ...
(Master thesis / Masteroppgave, 2023)
I denne oppgaven utforsker vi sammenhengen mellom strøm i nettverk og transportmatriser der matriseelementene oppfyller gitte begrensninger. Videre bruker vi denne sammenhengen til å avgjøre om det eksisterer, og i så fall ...
(Master thesis / Masteroppgave, 2023)
Målet med denne oppgaven er å utforske strukturen til dobbelt stokastiske matriser. Hovedfokuset er å utforske verdien og posisjonen til elementene i dobbelt stokastiske matriser. Spesielt ser vi på strukturen i matrisene ...
(Master thesis / Masteroppgave, 2023)
Grassmannians are varieties parameterizing the k-dimensional subspaces of an n-dimensional vector space. To a point in a Grassmannian we associate two objects: A representable matroid storing combinatorial data about linear ...
(Master thesis / Masteroppgave, 2023)
This thesis discusses self-similar fractals, more specifically different symmetries on self-similar fractals. We build the fractal space as a collection of compact subsets of a complete metric space. Further, we add IFS ...