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Visar resultat 1 - 5 av 211 avhandlingar som matchar ovanstående sökkriterier.

  1. 1. Calibration and Hedging in Finance

    Författare :Love Lindholm; Anders Szepessy; Erik Lindström; KTH; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; finance; local volatility; calibration; optimal control; hedging; quadratic hedging; equity; index; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

    Sammanfattning : This thesis treats aspects of two fundamental problems in applied financial mathematics: calibration of a given stochastic process to observed marketprices on financial instruments (which is the topic of the first paper) and strategies for hedging options in financial markets that are possibly incomplete (which is the topic of the second paper).Calibration in finance means choosing the parameters in a stochastic process so as to make the prices on financial instruments generated by the process replicate observed market prices. LÄS MER

  3. 2. Modeling and Calibration of Preparative Chromatography

    Författare :Niklas Borg; Avdelningen för kemiteknik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Chromatography; Modeling; Simulation; Calibration; Model based analysis;

    Sammanfattning : In my thesis, I have modeled adsorption chromatography and simulated, calibrated, and analyzed models of adsorption chromatography. While my main focus has been modeling and calibration of the models by estimating the parameters, the models used have been partly new. LÄS MER

  4. 3. CALIBRATION OF CHROMATOGRAPHY MODELS

    Författare :Patrik Persson; Avdelningen för kemiteknik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; film mass transfer resistance; Kemiteknik och kemisk teknologi; sorption kinetics; external volume; monolithic bed; shallow bed; packed bed; capillary model; detailed model; computer simulation; parameter estimation; diffusion; model calibration; Chromatography; modelling; proteins; Chemical technology and engineering;

    Sammanfattning : AbstractThis thesis is devoted to calibration of mathematical chromatography models. Chromatography models include unknown parameters that must be determined before the models can be applied to optimization or scale-up of a chromatography process. LÄS MER

  5. 4. Design and development of a microwave multifrequency polarimetric scatterometer for biosphere remote sensing

    Författare :Anders Stjernman; Umeå universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Polarimetry; scatterometer; microwave remote sensing; calibration; network analyzer based; S-parameters; scattering matrix;

    Sammanfattning : Microwave radar and radiometer techniques are used to gather crucial information about the earth and its atmosphere. The ERS-1, JERS-1, RadarSAT and NASA’s Mission to Planet Earth projects are designed to study the changing global environment. In all these endeavors, the key instrument is the radar or scatterometer. LÄS MER

  7. 5. Investigation and calibration of pulsed time-of-flight terrestrial laser scanners

    Författare :Yuriy Reshetyuk; Lars E. Sjöberg; Stig-Göran Mårtensson; KTH; []
    Nyckelord :terrestrial laser scanning; error sources; calibration; coordinate precision accuracy;

    Sammanfattning : This thesis has two aims. The first one is the investigation and analysis of the errors occurring in the measurements with pulsed time-of-flight (TOF) terrestrial laser scanners (TLS). A good understanding of the error sources and the relationships between them is necessary to secure the data accuracy. LÄS MER