Search for dissertations about: "weather derivative"
Found 3 swedish dissertations containing the words weather derivative.
-
1. Modelling Weather Dynamics for Weather Derivatives Pricing
Abstract : This thesis focuses on developing an appropriate stochastic model for temperature dynamics as a means of pricing weather derivative contracts based on temperature. There are various methods for pricing weather derivatives ranging from simple one like historical burn analysis, which does not involve modeling the underlying weather variable to complex ones that require Monte Carlo simulations to achieve explicit weather derivatives contract prices, particularly the daily average temperature (DAT) dynamics models. READ MORE
-
2. Oversampled radial basis function methods for solving partial differential equations
Abstract : Partial differential equations (PDEs) describe complex real-world phenomena such as weather dynamics, object deformations, financial trading prices, and fluid-structure interaction. The solutions of PDEs are commonly used to enhance the understanding of these phenomena and also as leverage to make technological improvements to consumer products. READ MORE
-
3. Navigation and Mapping for Aerial Vehicles Based on Inertial and Imaging Sensors
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