Essays about: "Application of new financial instruments"

Showing result 1 - 5 of 7 essays containing the words Application of new financial instruments.

1. 1. Evaluation of portfolio optimization methods on decentralized assets and hybridized portfolios

   University essay from KTH/Matematik (Avd.)

   Author : Reza Salam Dalfi; Noel Mattar; [2022]
   Keywords : Traditional assets; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfolio; Optimization; Risk measurements; Traditionella tillgångar; DeFi; Cryptocurrencies; CVAR; FLPM; MSV; Portfölj optimering; Riskmått;

   Abstract : The market for decentralised financial instruments, more commonly known as cryptocurrencies, has gained momentum over the past recent years and the application areas are many. Modern portfolio theory has for years demonstrated its applicability to traditional assets, such as equities and other instruments, but to some extent omitted the application of mathematical portfolio theory with respect for cryptocurrencies. READ MORE

3. 2. Hedging the Term Structure Risk of Carbon Allowance Derivatives : An Application of Stochastic Optimisation to EUA Market Making

   University essay from Linköpings universitet/Produktionsekonomi

   Author : Nikolas Tsigkas; [2022]
   Keywords : Commodity Derivatives; Emissions Trading; Term Structure; Nonparametric Curve Estimation; Hedging; Stochastic Optimisation; Monte Carlosimulation; Market Microstructre; Systematic Risk Factors;

   Abstract : The initiative by the EU to combat global warming through the introduction of a cap-and-trade system for greenhouse gas emissions in 2005, known as the EU Emissions Trading System (ETS), resulted in the inception of a new financial market. The right to emit one tonne of CO2-equivalents, as well as derivatives on this right, have become commodities, traded both through exchanges and over the counter. READ MORE

4. 3. Covariance Matrix Regularization for Portfolio Selection: Achieving Desired Risk

   University essay from Lunds universitet/Matematisk statistik

   Author : Manu Upadhyaya; [2020]
   Keywords : covariance matrix; portfolio selection; risk; Mathematics and Statistics;

   Abstract : The modus operandi of most asset managers is to promise clients an annual risk target, where risk is measured by realized standard deviation of portfolio returns. Moreover, Markowitz (1952) portfolio selection requires an estimate of the covariance matrix of the returns of the financial instruments under consideration. READ MORE

5. 4. Waste Management System Assessment in the North of Argentina

   University essay from KTH/Hållbar utveckling, miljövetenskap och teknik

   Author : Maria Eugenia Quiroga Ekman; [2017]
   Keywords : Integrated waste management; solid waste; methodology; waste management; waste treatment; landfill; organic waste; biogas;

   Abstract : During the last decades, solid waste management has been going through a lot of changes regarding, regulation and applications of models and systems. New practices to solve environmental problems have been approached in different scenarios, situations and in different countries. READ MORE

6. 5. Providing Short-Term Relief by Amending IAS 39 -the IASB's Mission?

   University essay from Göteborgs universitet/Företagsekonomiska institutionen

   Author : Stefan Linnér; Erik Olmsäter; [2011-06-22]
   Keywords : Reclassification; Financial Instrument; IAS 39; IASB; Fair Value; European Banks;

   Abstract : Background and Problem Discussion: As a reaction to the severe financial crisis of 2008, the IASB decided to amend IAS 39 after being subjected to extensive pressure from EU leaders and regulators. The amendment allows new types of reclassifications of financial instruments, with the result that changes in fair value of these instruments are no longer accounted for in the statement of income. READ MORE