Essays about: "Derivat"

Showing result 21 - 25 of 50 essays containing the word Derivat.

  1. 21. Blockchain v. Personal Data — A Rising Conflict Between Technology and the Law?

    University essay from Lunds universitet/Juridiska institutionen; Lunds universitet/Juridiska fakulteten

    Author : Erik Källman; [2019]
    Keywords : Blockchain; Legal Tech; Legal Informatics; IT; IT law; EU; EU Law; Smart Contracts; Hash; Hash Functions; GDPR; General Data Protection Regulation; Personal Data; Right to Erasure; Right to be Forgotten; Art 17; Article 17; Storage Limitation Principle; Blockchain and the GDPR; Blockkedja; Blockkedjor; Dataskyddsförordningen; rättsinformatik; IT-rätt; personuppgift; rätten att bli glömd; rätten att bli raderad; Law and Political Science;

    Abstract : This thesis examines the blockchain technology from a General Data Protection Regulation (GDPR) point of view. The focus area is the protection of personal data in blockchains. Blockchain can be summarized as a shared, decentralized ledger where data can only be added, not removed. READ MORE

  3. 22. Efficient Monte Carlo Simulation for Counterparty Credit Risk Modeling

    University essay from KTH/Matematisk statistik

    Author : Sam Johansson; [2019]
    Keywords : CCR; OTC derivatives; European option; Bermudan option; CVA; jump-diffusion model; stochastic intensity model; Monte Carlo; variance reduction; importance sampling; least squares Monte Carlo; CCR; OTC-derivat; europeisk option; Bermuda-option; CVA; jump-diffusion-modell; stokastisk intensitetsmodell; Monte Carlo; variansreduktion; importance sampling; least squares Monte Carlo;

    Abstract : In this paper, Monte Carlo simulation for CCR (Counterparty Credit Risk) modeling is investigated. A jump-diffusion model, Bates' model, is used to describe the price process of an asset, and the counterparty default probability is described by a stochastic intensity model with constant intensity. READ MORE

  4. 23. To what degree is the VIX benchmark computed by CBOE representative of its definition?

    University essay from Lunds universitet/Matematisk statistik

    Author : Patrik Liedbeck; Wilhlem Ålander; [2018]
    Keywords : Mathematics and Statistics;

    Abstract : The purpose of this paper is through an empirical approach understand the dynamics of VIX and investigate to what degree the benchmark computed by CBOE is representative of its definition. The method implemented is of a design where one constructs a hypothetical world in which synthetic options data are produced by the Bates-Heston model. READ MORE

  5. 24. Exotic Derivatives and Deep Learning

    University essay from KTH/Matematisk statistik

    Author : Axel Broström; Richard Kristiansson; [2018]
    Keywords : ;

    Abstract : This thesis investigates the use of Artificial Neural Networks (ANNs)for calculating present values, Value-at-Risk and Expected Shortfall ofoptions, both European call options and more complex rainbow options. Theperformance of the ANN is evaluated by comparing it to a second-order Taylorpolynomial using pre-calculated sensitivities to certain risk-factors. READ MORE

  6. 25. Hedging Foreign Exchange Exposure in Private Equity Using Financial Derivatives

    University essay from KTH/Matematisk statistik

    Author : Filip Kwetczer; Carl Åkerlind; [2018]
    Keywords : Private Equity; Foreign Exchange Exposure; Hedging; Black-Scholes Model; Financial Derivatives; Private Equity; Valutaexponering; Hedging; Black-Scholes Modell; Finansiella Derivat;

    Abstract : This thesis sets out to examine if and how private equity funds should hedge foreign exchange exposure. To our knowledge the field of foreign exchange hedging within private equity, from the private equity firms’ point of view, is vastly unexplored scientifically. READ MORE