Search for dissertations about: "derivative security"

Found 5 swedish dissertations containing the words derivative security.

  2. 1. Essays on Insurance Economics

    Author : Hong Wu; Göteborgs universitet; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; insurance theory; game theory; ownership structure; mutual insurance cooperative; stock insurance company; optimal insurance; multiple risks; expected utility function; derivative security;

    Abstract : .... READ MORE

  4. 2. On Power System Stabilizers: Genetic Algorithm Based Tuning and Economic Worth as Ancillery Services

    Author : Adrian Andreoiu; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : The problem of power system stabilizer (PSS) parameter tuning is a complex exercise because of the presence of poorly damped modes of oscillation, and continuous variation in power system operating conditions. In recent years, as a result of the newly deregulated market environment, power systems tend to be operated at reduced security margins, thus making the system more vulnerable to disturbances. READ MORE

  5. 3. Protection Strategies to Mitigate Major Power Systems Breakdowns

    Author : Mattias Jonsson; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; system protection schemes; transient instability; distance protection; power swing detectors; voltage instability; generator coherency; wide area protection; out-of-step protection;

    Abstract : This thesis deals with new methods to improve the performance of power system protection in the case of voltage- and transient instability. These methods are designed primarily to mitigate power system breakdown. Relay algorithms are proposed where conventional distance protection is combined with additional relay criteria. READ MORE

  6. 4. Navigation and Mapping for Aerial Vehicles Based on Inertial and Imaging Sensors

    Author : Zoran Sjanic; Fredrik Gustafsson; Thomas Schön; Fulvio Gini; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : Small and medium sized Unmanned Aerial Vehicles (UAV) are today used in military missions, and will in the future find many new application areas such as surveillance for exploration and security. To enable all these foreseen applications, the UAV's have to be cheap and of low weight, which restrict the sensors that can be used for navigation and surveillance. READ MORE

  7. 5. Essays on Financial Models

    Author : Henrik Amilon; Nationalekonomiska institutionen; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; options; neural networks; hedging; portfolio optimization; econometrics; Economics; ekonomisk teori; ekonomiska system; ekonomisk politik; ekonometri; generalized residuals; discreteness; GARCH; compass rose; nonlinearities; Chaos; economic theory; economic systems; Nationalekonomi; economic policy;

    Abstract : This thesis consists of five essays exploring the validity of some extensively used financial models with a focus on the Swedish equity and derivative markets. The essays are of both an empirical and a theoretical nature. READ MORE