Sökning: "order flows"

Visar resultat 6 - 10 av 460 avhandlingar innehållade orden order flows.

  1. 6. Essays on Derivatives and Liquidity

    Författare :Caihong Xu; Lars Nordén; Björn Hagströmer; Hans Byström; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Index options; volatility smile; liquidity; index futures; expiration-day effects; limit order book; trading patience; order flows; gold futures; hedging; företagsekonomi; Business Administration;

    Sammanfattning : This dissertation contains four essays in which derivatives markets are studied in relation to three related topics in financial economics: asset pricing, market microstructure and risk management.Essay I studies the role of relative option liquidity in explaining the volatility smile. LÄS MER

  3. 7. Optimisation and control of shear flows

    Författare :Antonios Monokrousos; Dan S. Henningson; Laurette Tuckerman; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; shear flows; flow control; optimal disturbances; Lagrange method; transition to turbulence; non-linear dynamics; Engineering mechanics; Teknisk mekanik;

    Sammanfattning : Transition to turbulence and flow control are studied by means of numerical simulations for different simple shear flows. Linear and non-linear optimisation methods using the Lagrange multiplier technique are employed. LÄS MER

  4. 8. A Study on Particle Motion and Deposition Rate : Application in Steel Flows

    Författare :Peiyuan Ni; Pär Jönsson; Lage Jonsson; Mikael Ersson; Stein Tore Johansson; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; steel flow; ladle teeming; continuous casting; non-metallic inclusion behavior; particle deposition; nozzle clogging; numerical simulation.;

    Sammanfattning : Non-metallic inclusions in molten steel have received worldwide attention due to their serious influence on both the steel product quality and the steel production process. These inclusions may come from the de-oxidation process, the re-oxidation by air and/or slag due to an entrainment during steel transfer, and so on. LÄS MER

  5. 9. Intracellular Flows and Fluctuations

    Författare :Johan Elf; Måns Ehrenberg; Peter Wolynes; Uppsala universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Molecular biology; mesoscopic; reaction-diffusion; protein synthesis; amino acid; flow; fluctuations; Molekylärbiologi; Molecular biology; Molekylärbiologi; Molecular Biotechnology; Molekylär bioteknik;

    Sammanfattning : Mathematical models are now gaining in importance for descriptions of biological processes. In this thesis, such models have been used to identify and analyze principles that govern bacterial protein synthesis under amino acid limitation. LÄS MER

  7. 10. High order adaptive difference methods for combustible flows

    Författare :Patrik Skogqvist; Stockholms universitet; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Sammanfattning : .... LÄS MER