Search for dissertations about: "Financial optimization"

Showing result 21 - 25 of 45 swedish dissertations containing the words Financial optimization.

2. 21. A systematic approach to strategic maintenance and renovation planning in multifamily buildings

   Author : Abolfazl Sousanabadi Farahani; Chalmers tekniska högskola; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; maintenance; multifamily buildings; multi- objective optimization; energy efficiency; renovation planning;

   Abstract : The satisfactory lifetime performance of residential buildings is of critical importance to the acceptable energy performance of the real estate sector and the sustained social development of a modern society. Maintenance and renovation planning in multifamily buildings require considered analysis of both the building performance and the total cost accrued over the entire service-life. READ MORE

4. 22. Inverse and Forward Approaches for Optimal Control and Estimation in Agent-Based Systems

   Author : Yibei Li; Xiaoming Hu; Per Enqvist; Bijoy Ghosh; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Autonomous systems; inverse optimal control; system identification; nonlinear systems; formation control; differential game; credit scoring.; Autonoma system; invers optimal styrning; system identifiering; olinjära system; formationsstyrning; differentialspel; kreditvärdering.; Optimeringslära och systemteori; Optimization and Systems Theory;

   Abstract : This dissertation is concerned with three topics within the field of optimal control and estimation in dynamical agent-based systems, with potential applications that meet both engineering and societal needs. Firstly, the inverse optimal control problem is studied. READ MORE

5. 23. Asymptotic Methods for Pricing European Option in a Market Model With Two Stochastic Volatilities

   Author : Betuel Canhanga; Sergei Sivestrov; Anatoliy Malyarenko; Ying Ni; Milica Rancic; Raimondo Manca; Mälardalens högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Asymptotic Expansion; European Options; Stochastic Volatilities; Mathematics Applied Mathematics; matematik tillämpad matematik;

   Abstract : Modern financial engineering is a part of applied mathematics that studies market models. Each model is characterized by several parameters. Some of them are familiar to a wide audience, for example, the price of a risky security, or the risk free interest rate. Other parameters are less known, for example, the volatility of the security. READ MORE

6. 24. Calibration and Hedging in Finance

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

   Abstract : 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. READ MORE

7. 25. On Intelligent District Heating

   Author : Christian Johansson; Blekinge Tekniska Högskola; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : Intelligent district heating is the combination of traditional district heating engineering and modern information and communication technology. A district heating systemis a highly complex environment consisting of a large number of distributed entities, and this complexity and geographically dispersed layout suggest that they are suitable for distributed optimization and management. READ MORE