60 research outputs found
Feasibility of using anatomical surrogates for predicting the position of lung tumours
No full textAbstract not availableFemke O.B. Spoelstra, Lineke van der Weide, John R. van Sörnsen de Koste, Andrew Vincent, Ben J. Slotman, Suresh Sena
Het Ho-Lee rentemodel
No full textHet verslag legt het rentemodel van Ho en Lee uit en bekijkt verschillende eigenschappen van dit model, waaronder het arbitragevrij zijn en de kalibratie van het model.Technische WiskundeMathematicsElectrical Engineering, Mathematics and Computer Scienc
Discounters: Risicovol of Risicoloos?
No full textDe Royal Bank of Scotland, RBS, heeft in 2010 een nieuw product op de markt gebracht, de Discounter. De Discounter is een aandeel dat je aankoopt met korting. Door de korting is er een plafond vastgelegd op de waarde van je product. Eigenlijk is het een samenstelling van opties. In mijn verslag lees je hoe de Discounter werkt, hoe je zijn waarde vaststelt en hoe je een Discounter zelf kunt nabootsen.Applied mathematicsElectrical Engineering, Mathematics and Computer Scienc
Optimale strategieën voor gunstige binomiale spellen
No full textWelke strategie dient er toegepast te worden om gegeven een startkapitaal f en nog t spellen te gaan de kans dat je portfolio uiteindelijk meer dan c waard is te maximaliseren, waarbij c>f een van tevoren vastgestelde positieve constante is.technische wiskundeDelft Institute of Applied MathematicsElectrical Engineering, Mathematics and Computer Scienc
AEX-Sparen
No full textCertain banks offer its customers a new investment product, which is known as AEX-sparen. A minimal amount of 5000 Euro is put into a bank account and this will be returned after four months plus interest. The interest is the same as the AEX-Index has earned in the previous four months, but is maximized to 10 %. If the AEX-Index has gone down after four months, the initial investment of 5000 Euro will be returned, so the customer is protected against the risk of losing money and has a potential of earning a higher percentage after four months than the (annualized) risk-free rate of 2.5%. It is impossible to predict the stock market with certainty and investments always involve risk. The bank will make advantage of this by guaranteeing the initial investment and still offering a chance to make a nice profit. But who will actually profit more from this, the bank or the customer?Technische WiskundeStatisticsElectrical Engineering, Mathematics and Computer Scienc
Deromancing leadership: what are the behaviours of highly effective middle managers?
No full textTitle: Deromancing leadership: what are the behaviours of highly effective middle managers? Author: Joost Van der Weide, Celeste Wilderom Address: University of Twente, Department of Management and Organizational Behaviour, P.O. Box 217, 7500 AE Enschede, The Netherlands. ' University of Twente, Department of Management and Organizational Behaviour, P.O. Box 217, 7500 AE Enschede, The [email protected], [email protected], Journal: International Journal of Management Practice 2004 - Vol. 1, No.1 pp. 3 - 20 Abstract: How must a middle manager behave to be effective? Despite the heightened importance of middle managers, this fundamental question in the field of leadership remains largely unanswered. An understanding of the key behaviours displayed by effective middle managers provides an opportunity for enhanced productivity and improved organisational performance. Rather than focus on observable behaviours, most leadership literature yields long survey lists of attributions and perceptions. We dismiss this reliance on attributions in leadership writings, and argue that the focus should, instead, be shifted toward the observable and trainable behaviours and behavioural patterns of highly effective middle managers. Observing the real-life behaviours of highly effective middle managers will further detail as well as go beyond the transformational and transactional leadership paradigm. Four mutually exclusive, behavioural classes we have developed for analysing such observations are: ''Steering'', ''Supporting'', ''Self-defending'' and ''Sounding''. Keywords: middle management; observable behaviours; effectiveness; leadership; romance-of-leadership
Pricing Methods in a LIBOR Market Model with Stochastic Volatility
No full textDIAMElectrical Engineering, Mathematics and Computer Scienc
Afsluiting Brouwershavense Gat, deel II: Zuidelijk sluitgat: Rapport modelonderzoek
No full textOp grond van een oriënterend ontgrondingsonderzoek in het overzichtsmodel werd besloten hiervoor het Zuidelijke sluitgat te kiezen, aangezien hier de ontgronding het grootst was. Deze ontgronding vormt een gevaar voor de stabiliteit van de Schouwense oever. Daar de snelheden tijdens vloed hoger zijn dan tijdens eb werd besloten het onderzoek in eerste instantie te beperken tot de situatie bij vloed. In dit rapport zijn de resultaten verzameld van de proeven die in 1964 in het detailmodel zijn verricht. In hoofdstuk 3 wordt het onderzoek met diverse, door Rijkswaterstaat ontworpen landhoofdconstructies, beschreven. Hoofdstuk 4 heeft betrekking op de proeven ten behoeve van de bouw van de sluitgatdrempel. In dit verslag zijn alleen de resultaten vermeld van de proeven met het in horizontale lagen omhoog brengen van de drempel tot K.A.P. -11 m. De proeven met andere door Rijkswaterstaat ontwikkelde drempelvormen zullen in een volgend verslag worden beschreven.Deltawerken, Brouwershavense Ga
Pricing Barrier Options in Discrete Time
No full textThis bachelor thesis deals with pricing options and specifically barrier options in discrete time. A special form of barrier options called ‘Parisian options’ will be treated in detail. A binomial tree is used to model possible developments of the price of the underlying. By using so-called risk-neutral probabilities it is possible to view the option price as an expectation. The binomial coefficient is used to calculate the amount of different paths ending in the same node. In the case of barrier options this becomes more complicated but a relatively easy formula that replaces the binomial coefficient can be found. For Parisian options it is not possible to find a direct formula and instead we must use a recursive algorithm.Financial MathematicsProbability TheoryElectrical Engineering, Mathematics and Computer Scienc
Validating a short term financial risk model
No full textThis thesis project considers validation methods for an existing solvency model for pension funds. The solvency model produces forecasts about the development of financial markets, fund investments, liabilities and, most important, the solvency of the fund. Since the model is a stochastic model, statistical inference is used to compare model outcomes with realized quantities. Several known methods are studied and described in this thesis to execute this model validation. These methods are applied on the solvency model. A testing procedure of risk driver forecasts is implemented and evaluated. Since a lot of data is needed to get a reliable outcome of the validation process, more data from inside th e model must be used and combined to get a better risk model.ProbabilityApplied mathematicsElectrical Engineering, Mathematics and Computer Scienc
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