Essays about: "AIG"

Found 3 essays containing the word AIG.

1. 1. Valuation of Interest Rate Swaps in the presence of Counterparty Credit Risk

   University essay from Göteborgs universitet/Graduate School

   Author : Robin Axelsson; [2014-11-26]
   Keywords : Interest Rate Swaps; Counterparty Credit Risk;

   Abstract : Insuring debt through credit default swaps (CDS) and collateralized debt obligations (CDO) has become increasingly more popular. Recent events such as the financial crisis of 2008 have shown that the credit models for these insurances have lacked severely in certain aspects. READ MORE

3. 2. AIG Rewriting Using 5-Input Cuts

   University essay from KTH/Skolan för informations- och kommunikationsteknik (ICT)

   Author : Nan Li; [2011]
   Keywords : ;

   Abstract : Rewriting is a common approach to logic optimization based on local transformations. Most commercially available logic synthesis tools include a rewriting engine that may be used multiple times on the same netlist during optimization. This thesis presents an And-Inverter graph based rewriting algorithm using 5-input cuts. READ MORE

4. 3. Adding commodity futures to the Swedish stock portfolio, A good strategy for better diversification?

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Daniel Olsson; [2007]
   Keywords : GARCH; correlation; commodity; future; BEKK; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : By using data from Ecovision on the DJ AIG commodity index made up of commodity futures and the OMX index consisting of Swedish equities I have estimated the correlation between Swedish equities and US commodity futures. The correlation has been examined in a multivariate GARCH setting by using the BEKK model. READ MORE